+59.9%
JBHT vs PENG
+115.2%
-55.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +1.9% |
| 7D | +4.9% | +4.5% | +0.3% | +4.2% |
| 30D | +0.6% | -7.1% | +7.7% | +1.5% |
| 3M | -3.2% | -27.3% | +24.1% | -1.1% |
| 6M | +17.0% | +169.6% | -152.6% | -5.1% |
| YTD | +41.7% | +164.6% | -123.0% | +14.7% |
| 1Y | +90.0% | +109.5% | -19.5% | +58.6% |
| 3Y | +47.0% | +98.9% | -51.9% | +15.0% |
| All | +59.9% | +115.2% | -55.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling