+252.1%
JBHT vs PENG
+762.7%
-510.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +2.0% |
| 7D | +4.9% | +4.5% | +0.3% | +4.3% |
| 30D | +0.6% | -7.1% | +7.7% | +1.4% |
| 3M | -3.2% | -27.3% | +24.1% | -1.3% |
| 6M | +17.0% | +169.6% | -152.6% | -1.8% |
| YTD | +41.7% | +164.6% | -123.0% | +18.8% |
| 1Y | +90.0% | +109.5% | -19.5% | +63.4% |
| 3Y | +47.0% | +98.9% | -51.9% | +20.3% |
| 5Y | +58.3% | +116.3% | -57.9% | +24.4% |
| All | +252.1% | +762.7% | -510.5% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling