+18.5%
JBHT vs PFGC
+131.9%
-113.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -1.4% | +12.5% | -13.8% | -5.2% |
| 30D | -3.1% | +17.0% | -20.0% | -8.0% |
| 3M | -19.5% | -2.1% | -17.5% | -19.5% |
| 6M | -9.6% | +25.9% | -35.5% | -17.0% |
| YTD | +13.3% | +22.0% | -8.7% | +4.1% |
| 1Y | +29.7% | +14.8% | +14.8% | +21.7% |
| 3Y | +28.3% | +80.8% | -52.5% | +1.1% |
| 5Y | +18.5% | +126.0% | -107.5% | -16.4% |
| All | +18.5% | +131.9% | -113.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling