+1,128.3%
PSX vs JHX
+406.7%
+721.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | +1.5% | -4.9% | +6.4% | +2.7% |
| 30D | +15.8% | -9.3% | +25.1% | +18.5% |
| 3M | +43.0% | +28.1% | +14.9% | +32.7% |
| 6M | +61.1% | +35.2% | +25.9% | +44.6% |
| YTD | +104.5% | +35.9% | +68.7% | +82.5% |
| 1Y | +102.5% | +42.5% | +60.0% | +76.4% |
| 3Y | +133.5% | -4.5% | +138.0% | +109.0% |
| 5Y | +367.0% | -27.1% | +394.1% | +343.5% |
| 10Y | +382.3% | +104.2% | +278.1% | +201.6% |
| All | +1,128.3% | +406.7% | +721.7% | +487.9% |
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