+60.5%
PCAR vs JHX
-5.4%
+65.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -1.6% | -4.9% | +3.3% | -0.6% |
| 30D | -7.3% | -9.3% | +2.0% | -5.5% |
| 3M | +7.8% | +28.1% | -20.3% | +2.2% |
| 6M | +3.6% | +35.2% | -31.6% | -3.3% |
| YTD | +12.9% | +35.9% | -23.0% | +5.3% |
| 1Y | +27.3% | +42.5% | -15.2% | +17.2% |
| All | +60.5% | -5.4% | +65.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling