+176.3%
JBHT vs PFGC
+362.5%
-186.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.9% | +15.0% | -14.1% | -1.9% |
| 30D | -1.1% | +17.0% | -18.1% | -4.2% |
| 3M | -14.8% | -2.5% | -12.4% | -14.7% |
| 6M | -7.4% | +19.2% | -26.7% | -11.0% |
| YTD | +17.3% | +23.4% | -6.1% | +11.5% |
| 1Y | +35.3% | +13.9% | +21.5% | +30.6% |
| 3Y | +33.9% | +82.0% | -48.0% | +17.6% |
| 5Y | +22.5% | +128.7% | -106.2% | +2.0% |
| All | +176.3% | +362.5% | -186.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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