+32.8%
PFE vs JHX
+106.3%
-73.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.6% | -6.3% | +3.8% | -1.7% |
| 30D | +5.4% | -7.7% | +13.1% | +6.5% |
| 3M | +7.8% | +19.2% | -11.4% | +4.9% |
| 6M | +5.0% | +38.3% | -33.3% | -0.4% |
| YTD | +17.1% | +37.2% | -20.1% | +10.9% |
| 1Y | +19.3% | +42.3% | -23.0% | +12.1% |
| 3Y | -0.9% | -4.4% | +3.5% | -5.5% |
| 5Y | -20.8% | -26.4% | +5.6% | -22.7% |
| All | +32.8% | +106.3% | -73.4% | +2.9% |
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