+36.3%
PPL vs JHX
-27.7%
+64.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | -3.0% | -9.3% | +6.3% | -2.3% |
| 3M | -3.9% | +28.1% | -31.9% | -5.8% |
| 6M | -8.9% | +35.2% | -44.1% | -11.4% |
| YTD | -0.8% | +35.9% | -36.6% | -3.7% |
| 1Y | -2.1% | +42.5% | -44.7% | -5.6% |
| 3Y | +51.4% | -4.5% | +55.9% | +45.9% |
| 5Y | +36.3% | -27.1% | +63.4% | +28.7% |
| All | +36.3% | -27.7% | +64.0% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling