+210.9%
PM vs JHX
+106.3%
+104.7%
-42.9%
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 | +4.7% | -6.3% | +11.0% | +5.6% |
| 30D | +2.6% | -7.7% | +10.4% | +3.6% |
| 3M | +6.6% | +19.2% | -12.6% | +3.7% |
| 6M | +16.5% | +38.3% | -21.8% | +10.2% |
| YTD | +21.2% | +37.2% | -16.0% | +14.6% |
| 1Y | +17.9% | +42.3% | -24.4% | +10.4% |
| 3Y | +129.8% | -4.4% | +134.2% | +116.3% |
| 5Y | +133.0% | -26.4% | +159.4% | +127.4% |
| All | +210.9% | +106.3% | +104.7% | +119.5% |
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 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