+16.8%
JBHT vs PAYC
-52.1%
+68.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | +0.2% |
| 7D | -1.6% | -10.2% | +8.6% | +0.3% |
| 30D | -2.3% | +6.1% | -8.4% | -3.4% |
| 3M | -18.5% | +10.1% | -28.5% | -20.0% |
| 6M | -11.3% | +88.6% | -99.9% | -22.4% |
| YTD | +12.6% | +50.0% | -37.4% | +2.7% |
| 1Y | +29.8% | +46.1% | -16.3% | +19.0% |
| 3Y | +28.1% | +51.2% | -23.1% | +15.4% |
| All | +16.8% | -52.1% | +68.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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