+243.5%
PLD vs JHX
+106.3%
+137.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -1.2% | -6.3% | +5.2% | +0.5% |
| 30D | -3.5% | -7.7% | +4.2% | -1.6% |
| 3M | -7.1% | +19.2% | -26.3% | -11.8% |
| 6M | +2.6% | +38.3% | -35.7% | -7.3% |
| YTD | +8.0% | +37.2% | -29.2% | -2.6% |
| 1Y | +22.1% | +42.3% | -20.2% | +8.3% |
| 3Y | +22.3% | -4.4% | +26.7% | +12.2% |
| 5Y | +17.3% | -26.4% | +43.7% | +13.0% |
| All | +243.5% | +106.3% | +137.3% | +123.0% |
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