+778.2%
PM vs JHX
+705.1%
+73.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.5% |
| 30D | -0.2% | -5.0% | +4.8% | +0.5% |
| 3M | +4.9% | +24.5% | -19.5% | +0.9% |
| 6M | +9.0% | +34.9% | -25.9% | +2.9% |
| YTD | +17.8% | +39.3% | -21.5% | +10.4% |
| 1Y | +16.8% | +48.6% | -31.7% | +7.8% |
| 3Y | +125.4% | -2.0% | +127.5% | +111.2% |
| 5Y | +128.7% | -24.4% | +153.1% | +119.7% |
| 10Y | +211.8% | +109.4% | +102.4% | +134.6% |
| All | +778.2% | +705.1% | +73.1% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling