+181.7%
JBHT vs PENG
+520.3%
-338.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.0% | +19.5% | -0.7% |
| 7D | -1.4% | -36.7% | +35.3% | +3.7% |
| 30D | -3.1% | -42.0% | +39.0% | +2.4% |
| 3M | -19.5% | -33.2% | +13.7% | -16.9% |
| 6M | -9.6% | +2.1% | -11.7% | -14.4% |
| YTD | +13.3% | +90.3% | -77.0% | -2.6% |
| 1Y | +29.7% | +67.7% | -38.0% | +13.2% |
| 3Y | +28.3% | +154.2% | -125.9% | +1.7% |
| 5Y | +18.5% | +28.3% | -9.8% | -2.2% |
| All | +181.7% | +520.3% | -338.7% | +100.0% |
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