+17.0%
PG vs JHX
+44.7%
-27.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.0% | +2.1% |
| 7D | +5.7% | +13.3% | -7.6% | +3.9% |
| 30D | +15.4% | +17.1% | -1.7% | +13.0% |
| 3M | +13.8% | +4.1% | +9.7% | +12.9% |
| 6M | +18.3% | +48.5% | -30.2% | +11.0% |
| YTD | +20.1% | +42.3% | -22.1% | +12.7% |
| 1Y | +17.0% | +47.4% | -30.4% | +9.2% |
| All | +17.0% | +44.7% | -27.7% | +9.2% |
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 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