+20.3%
JBHT vs PENG
+72.0%
-51.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | +2.3% |
| 7D | +1.7% | -20.5% | +22.2% | +4.5% |
| 30D | -1.2% | -20.4% | +19.2% | +0.7% |
| 3M | -17.1% | -16.4% | -0.7% | -16.5% |
| 6M | -4.4% | +49.2% | -53.6% | -15.5% |
| YTD | +17.5% | +147.2% | -129.7% | -5.8% |
| 1Y | +32.6% | +124.7% | -92.1% | +7.8% |
| 3Y | +33.0% | +230.3% | -197.2% | -5.0% |
| 5Y | +20.3% | +71.4% | -51.1% | -12.3% |
| All | +20.3% | +72.0% | -51.7% | -12.3% |
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 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