+164.2%
PCAR vs JHX
-27.7%
+191.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | -7.3% | -9.3% | +2.0% | -5.4% |
| 3M | +7.8% | +28.1% | -20.3% | +1.9% |
| 6M | +3.6% | +35.2% | -31.6% | -3.6% |
| YTD | +12.9% | +35.9% | -23.0% | +4.9% |
| 1Y | +27.3% | +42.5% | -15.2% | +16.6% |
| 3Y | +61.9% | -4.5% | +66.4% | +51.0% |
| 5Y | +164.2% | -27.1% | +191.3% | +162.6% |
| All | +164.2% | -27.7% | +191.8% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling