+129.8%
PM vs JHX
-4.5%
+134.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +4.7% | -6.3% | +11.0% | +4.7% |
| 30D | +2.6% | -7.7% | +10.4% | +2.7% |
| 3M | +6.6% | +19.2% | -12.6% | +6.4% |
| 6M | +16.5% | +38.3% | -21.8% | +16.1% |
| YTD | +21.2% | +37.2% | -16.0% | +20.8% |
| 1Y | +17.9% | +42.3% | -24.4% | +17.5% |
| 3Y | +129.8% | -4.4% | +134.2% | +134.2% |
| All | +129.8% | -4.5% | +134.3% | +134.2% |
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