+231.1%
JBHT vs PAYC
+1,335.2%
-1,104.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -2.4% |
| 7D | -1.4% | -4.1% | +2.7% | -0.7% |
| 30D | -3.1% | +12.4% | -15.5% | -5.0% |
| 3M | -19.5% | +43.3% | -62.8% | -24.7% |
| 6M | -9.6% | +90.7% | -100.3% | -19.9% |
| YTD | +13.3% | +58.0% | -44.7% | +3.1% |
| 1Y | +29.7% | +37.4% | -7.7% | +20.8% |
| 3Y | +28.3% | +61.1% | -32.8% | +15.0% |
| 5Y | +18.5% | -49.1% | +67.5% | +23.1% |
| 10Y | +198.1% | +497.7% | -299.6% | +126.0% |
| All | +231.1% | +1,335.2% | -1,104.1% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling