+1,248.2%
PANW vs JHX
+106.3%
+1,142.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -0.8% | -6.3% | +5.5% | +0.5% |
| 30D | -14.6% | -7.7% | -6.8% | -13.2% |
| 3M | +18.3% | +19.2% | -0.9% | +13.7% |
| 6M | +100.5% | +38.3% | +62.2% | +85.1% |
| YTD | +79.5% | +37.2% | +42.3% | +65.2% |
| 1Y | +66.7% | +42.3% | +24.4% | +51.3% |
| 3Y | +161.2% | -4.4% | +165.6% | +141.6% |
| 5Y | +322.2% | -26.4% | +348.6% | +307.1% |
| All | +1,248.2% | +106.3% | +1,142.0% | +868.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling