+75.3%
PEP vs JHX
+106.3%
-31.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.0% | -6.3% | +5.4% | -0.1% |
| 30D | -0.7% | -7.7% | +7.1% | +0.4% |
| 3M | -4.1% | +19.2% | -23.3% | -6.6% |
| 6M | -13.1% | +38.3% | -51.3% | -17.6% |
| YTD | -2.1% | +37.2% | -39.3% | -7.3% |
| 1Y | -1.7% | +42.3% | -43.9% | -7.6% |
| 3Y | -15.1% | -4.4% | -10.7% | -19.6% |
| 5Y | +3.1% | -26.4% | +29.5% | +1.0% |
| All | +75.3% | +106.3% | -31.0% | +28.8% |
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