+662.0%
PBR vs JHX
+106.3%
+555.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +5.4% | -6.3% | +11.7% | +7.4% |
| 30D | +22.9% | -7.7% | +30.6% | +25.5% |
| 3M | +19.6% | +19.2% | +0.5% | +11.5% |
| 6M | +16.5% | +38.3% | -21.8% | +1.3% |
| YTD | +86.7% | +37.2% | +49.5% | +61.8% |
| 1Y | +74.7% | +42.3% | +32.4% | +47.4% |
| 3Y | +102.6% | -4.4% | +107.0% | +73.3% |
| 5Y | +566.6% | -26.4% | +593.0% | +525.1% |
| All | +662.0% | +106.3% | +555.8% | +291.7% |
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