+18.2%
PCG vs JHX
+2,401.5%
-2,383.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.1% | +2.0% |
| 7D | -13.9% | +1.5% | -15.4% | -14.1% |
| 30D | -16.9% | +7.2% | -24.0% | -17.8% |
| 3M | -14.7% | +29.9% | -44.7% | -18.5% |
| 6M | -23.8% | +35.4% | -59.2% | -28.1% |
| YTD | -10.5% | +46.5% | -57.0% | -16.8% |
| 1Y | -5.1% | +55.5% | -60.6% | -13.0% |
| 3Y | -11.6% | -0.4% | -11.2% | -16.6% |
| 5Y | +59.0% | -23.3% | +82.3% | +53.9% |
| 10Y | -75.7% | +111.1% | -186.9% | -80.6% |
| All | +18.2% | +2,401.5% | -2,383.4% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling