+362.4%
PCAR vs JHX
+106.3%
+256.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -1.6% | -6.3% | +4.7% | 0.0% |
| 30D | -6.4% | -7.7% | +1.4% | -4.5% |
| 3M | +4.7% | +19.2% | -14.5% | -0.2% |
| 6M | +4.5% | +38.3% | -33.8% | -4.5% |
| YTD | +13.0% | +37.2% | -24.2% | +3.4% |
| 1Y | +23.6% | +42.3% | -18.7% | +11.4% |
| 3Y | +60.7% | -4.4% | +65.1% | +49.2% |
| 5Y | +164.5% | -26.4% | +190.9% | +157.5% |
| All | +362.4% | +106.3% | +256.2% | +218.7% |
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