+22.4%
PCG vs JHX
+2,357.9%
-2,335.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +3.9% |
| 7D | +5.4% | +4.5% | +0.9% | +4.7% |
| 30D | -15.1% | -1.2% | -13.9% | -15.0% |
| 3M | -9.8% | +32.8% | -42.6% | -14.1% |
| 6M | -18.0% | +41.2% | -59.2% | -23.2% |
| YTD | -7.2% | +43.9% | -51.1% | -13.5% |
| 1Y | +2.9% | +48.0% | -45.2% | -4.9% |
| 3Y | -11.1% | +1.2% | -12.3% | -16.4% |
| 5Y | +61.8% | -22.6% | +84.4% | +56.3% |
| 10Y | -75.2% | +111.5% | -186.6% | -80.1% |
| All | +22.4% | +2,357.9% | -2,335.5% | -29.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling