+460.2%
PEP vs JHX
+2,279.7%
-1,819.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +0.3% | -5.0% | +5.3% | +0.8% |
| 3M | -3.2% | +24.5% | -27.7% | -5.8% |
| 6M | -13.6% | +34.9% | -48.5% | -17.0% |
| YTD | -1.9% | +39.3% | -41.2% | -6.3% |
| 1Y | -0.6% | +48.6% | -49.2% | -6.0% |
| 3Y | -13.6% | -2.0% | -11.6% | -17.1% |
| 5Y | +3.2% | -24.4% | +27.6% | +0.7% |
| 10Y | +79.1% | +109.4% | -30.4% | +49.7% |
| All | +460.2% | +2,279.7% | -1,819.5% | +276.2% |
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