+681.1%
PG vs JHX
+2,243.5%
-1,562.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.8% | -6.3% | +5.5% | -0.1% |
| 30D | +0.8% | -7.7% | +8.6% | +1.7% |
| 3M | -1.3% | +19.2% | -20.5% | -3.4% |
| 6M | -3.8% | +38.3% | -42.1% | -7.7% |
| YTD | +3.6% | +37.2% | -33.6% | -0.6% |
| 1Y | -5.7% | +42.3% | -48.0% | -10.1% |
| 3Y | +1.6% | -4.4% | +6.0% | -2.1% |
| 5Y | +14.6% | -26.4% | +41.0% | +12.2% |
| 10Y | +121.2% | +106.3% | +14.9% | +85.5% |
| All | +681.1% | +2,243.5% | -1,562.4% | +445.7% |
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 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