+273.3%
JBHT vs PFG
+244.0%
+29.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.5% |
| 7D | +4.9% | +5.5% | -0.6% | +2.4% |
| 30D | +0.6% | +2.4% | -1.8% | -0.6% |
| 3M | -3.2% | +13.6% | -16.8% | -8.7% |
| 6M | +17.0% | +27.9% | -10.9% | +4.8% |
| YTD | +41.7% | +35.6% | +6.1% | +23.8% |
| 1Y | +90.0% | +48.5% | +41.5% | +58.9% |
| 3Y | +47.0% | +66.9% | -19.9% | +16.7% |
| 5Y | +58.3% | +111.0% | -52.6% | +12.6% |
| All | +273.3% | +244.0% | +29.3% | +101.1% |
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