-1.2%
PFE vs JHX
-5.4%
+4.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -4.0% | -4.9% | +0.8% | -3.6% |
| 30D | +3.9% | -9.3% | +13.2% | +4.8% |
| 3M | +9.9% | +28.1% | -18.2% | +7.2% |
| 6M | +5.3% | +35.2% | -29.9% | +1.9% |
| YTD | +16.8% | +35.9% | -19.1% | +12.8% |
| 1Y | +20.4% | +42.5% | -22.1% | +15.5% |
| All | -1.2% | -5.4% | +4.2% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling