-16.0%
PCG vs JHX
+44.7%
-60.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.2% |
| 7D | +1.9% | +13.3% | -11.4% | +0.9% |
| 30D | +8.5% | +17.1% | -8.6% | +7.2% |
| 3M | -22.9% | +4.1% | -27.0% | -23.1% |
| 6M | -16.8% | +48.5% | -65.2% | -18.8% |
| YTD | -15.8% | +42.3% | -58.1% | -17.4% |
| 1Y | -16.0% | +47.4% | -63.4% | -17.4% |
| All | -16.0% | +44.7% | -60.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling