+8,869.8%
JBHT vs PFG
+1,015.3%
+7,854.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.3% |
| 7D | +4.9% | +5.5% | -0.6% | +2.9% |
| 30D | +0.6% | +2.4% | -1.8% | -0.3% |
| 3M | -3.2% | +13.6% | -16.8% | -7.6% |
| 6M | +17.0% | +27.9% | -10.9% | +7.3% |
| YTD | +41.7% | +35.6% | +6.1% | +27.4% |
| 1Y | +90.0% | +48.5% | +41.5% | +65.2% |
| 3Y | +47.0% | +66.9% | -19.9% | +22.9% |
| 5Y | +58.3% | +111.0% | -52.6% | +21.1% |
| 10Y | +273.9% | +244.5% | +29.4% | +131.1% |
| All | +8,869.8% | +1,015.3% | +7,854.5% | +3,392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling