+33.7%
JBHT vs PENG
+228.7%
-195.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | +2.0% |
| 7D | +1.7% | -20.5% | +22.2% | +3.9% |
| 30D | -1.2% | -20.4% | +19.2% | +0.3% |
| 3M | -17.1% | -16.4% | -0.7% | -16.7% |
| 6M | -4.4% | +49.2% | -53.6% | -14.5% |
| YTD | +17.5% | +147.2% | -129.7% | -4.1% |
| 1Y | +32.6% | +124.7% | -92.1% | +9.6% |
| All | +33.7% | +228.7% | -195.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling