-14.6%
PCG vs JHX
-3.0%
-11.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.0% |
| 7D | +6.5% | +1.6% | +4.9% | +6.3% |
| 30D | -16.7% | -5.0% | -11.7% | -16.4% |
| 3M | -14.2% | +24.5% | -38.6% | -15.8% |
| 6M | -21.5% | +34.9% | -56.4% | -23.7% |
| YTD | -11.2% | +39.3% | -50.5% | -14.0% |
| 1Y | -4.2% | +48.6% | -52.8% | -7.8% |
| All | -14.6% | -3.0% | -11.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling