+3,992.4%
PCAR vs JHX
+2,357.9%
+1,634.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | 0.0% | +4.5% | -4.5% | -1.2% |
| 30D | -7.7% | -1.2% | -6.5% | -7.5% |
| 3M | +3.7% | +32.8% | -29.1% | -4.3% |
| 6M | +2.3% | +41.2% | -38.9% | -7.7% |
| YTD | +12.8% | +43.9% | -31.1% | +1.0% |
| 1Y | +27.8% | +48.0% | -20.3% | +12.8% |
| 3Y | +61.8% | +1.2% | +60.6% | +47.7% |
| 5Y | +168.2% | -22.6% | +190.8% | +155.9% |
| 10Y | +359.1% | +111.5% | +247.6% | +206.1% |
| All | +3,992.4% | +2,357.9% | +1,634.5% | +1,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling