+959.1%
PLTR vs JHX
-4.5%
+963.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -4.1% | -6.3% | +2.2% | -2.5% |
| 30D | -2.2% | -7.7% | +5.5% | -0.2% |
| 3M | +27.6% | +19.2% | +8.4% | +22.3% |
| 6M | +10.3% | +38.3% | -28.0% | +0.9% |
| YTD | -5.9% | +37.2% | -43.1% | -14.3% |
| 1Y | +1.7% | +42.3% | -40.5% | -8.7% |
| 3Y | +959.1% | -4.4% | +963.5% | +935.5% |
| All | +959.1% | -4.5% | +963.6% | +935.5% |
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