-11.3%
PCG vs JHX
+43.8%
-55.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -3.5% | -6.3% | +2.8% | -2.9% |
| 30D | -20.6% | -7.7% | -12.9% | -20.1% |
| 3M | -17.6% | +19.2% | -36.7% | -18.7% |
| 6M | -23.5% | +38.3% | -61.8% | -25.9% |
| YTD | -13.6% | +37.2% | -50.8% | -16.2% |
| 1Y | -11.3% | +42.3% | -53.6% | -13.2% |
| All | -11.3% | +43.8% | -55.1% | -13.2% |
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 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