+181.3%
JBHT vs PFG
+195.4%
-14.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | +0.9% | +3.0% | -2.0% | -0.3% |
| 30D | -1.1% | +8.2% | -9.3% | -4.3% |
| 3M | -14.8% | +2.7% | -17.5% | -15.9% |
| 6M | -7.4% | +17.2% | -24.7% | -13.9% |
| YTD | +17.3% | +34.8% | -17.4% | +2.8% |
| 1Y | +35.3% | +43.6% | -8.2% | +15.4% |
| 3Y | +33.9% | +85.4% | -51.5% | +2.1% |
| 5Y | +22.5% | +102.2% | -79.6% | -11.3% |
| 10Y | +181.3% | +190.2% | -8.9% | +60.9% |
| All | +181.3% | +195.4% | -14.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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