+187.8%
JBHT vs PFG
+195.7%
-8.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -2.3% | +2.0% | -4.3% | -3.1% |
| 3M | -18.5% | -3.2% | -15.3% | -17.5% |
| 6M | -11.3% | +10.9% | -22.2% | -15.5% |
| YTD | +12.6% | +28.8% | -16.3% | +0.5% |
| 1Y | +29.8% | +39.2% | -9.4% | +12.1% |
| 3Y | +28.1% | +75.0% | -47.0% | 0.0% |
| 5Y | +17.7% | +91.9% | -74.3% | -12.9% |
| All | +187.8% | +195.7% | -8.0% | +63.4% |
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