+811.9%
PGR vs JHX
+106.3%
+705.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.6% | -6.3% | +5.7% | +0.2% |
| 30D | +4.9% | -7.7% | +12.7% | +5.9% |
| 3M | +7.6% | +19.2% | -11.5% | +5.1% |
| 6M | +8.3% | +38.3% | -30.0% | +3.0% |
| YTD | +1.7% | +37.2% | -35.5% | -3.3% |
| 1Y | -6.8% | +42.3% | -49.1% | -12.1% |
| 3Y | +73.4% | -4.4% | +77.8% | +64.5% |
| 5Y | +161.2% | -26.4% | +187.6% | +155.0% |
| All | +811.9% | +106.3% | +705.6% | +556.1% |
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