-76.3%
PCG vs JHX
+106.3%
-182.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -3.5% | -6.3% | +2.8% | -2.1% |
| 30D | -20.6% | -7.7% | -12.9% | -19.3% |
| 3M | -17.6% | +19.2% | -36.7% | -21.0% |
| 6M | -23.5% | +38.3% | -61.8% | -29.8% |
| YTD | -13.6% | +37.2% | -50.8% | -20.8% |
| 1Y | -11.3% | +42.3% | -53.6% | -19.9% |
| 3Y | -16.9% | -4.4% | -12.5% | -23.8% |
| 5Y | +50.8% | -26.4% | +77.2% | +46.0% |
| All | -76.3% | +106.3% | -182.5% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling