-2.6%
PEP vs JHX
+56.2%
-58.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -2.4% | +1.5% | -4.0% | -2.5% |
| 30D | -0.8% | +7.2% | -8.0% | -1.2% |
| 3M | -2.2% | +29.9% | -32.1% | -3.3% |
| 6M | -14.4% | +35.4% | -49.8% | -15.2% |
| YTD | -2.2% | +46.5% | -48.7% | -3.8% |
| 1Y | -2.6% | +55.5% | -58.1% | -4.7% |
| All | -2.6% | +56.2% | -58.8% | -4.7% |
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