+7,075.0%
JBHT vs PFG
+978.4%
+6,096.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.3% | -2.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -3.1% | +2.8% | -5.9% | -4.0% |
| 3M | -19.5% | -1.0% | -18.5% | -19.3% |
| 6M | -9.6% | +13.6% | -23.2% | -13.7% |
| YTD | +13.3% | +31.1% | -17.8% | +3.1% |
| 1Y | +29.7% | +43.8% | -14.1% | +14.4% |
| 3Y | +28.3% | +75.0% | -46.7% | +5.7% |
| 5Y | +18.5% | +95.2% | -76.8% | -6.9% |
| 10Y | +198.1% | +207.5% | -9.4% | +91.2% |
| All | +7,075.0% | +978.4% | +6,096.6% | +2,725.9% |
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 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