+185.2%
JBHT vs PSLV
+139.6%
+45.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.8% |
| 7D | +0.4% | +6.3% | -5.9% | -0.3% |
| 30D | -2.0% | -13.0% | +11.1% | -0.5% |
| 3M | -16.3% | -16.9% | +0.6% | -14.7% |
| 6M | -8.2% | -34.0% | +25.7% | -4.4% |
| YTD | +16.3% | -26.8% | +43.2% | +17.2% |
| 1Y | +32.2% | +7.7% | +24.6% | +25.9% |
| 3Y | +34.4% | +125.3% | -90.9% | +14.2% |
| 5Y | +20.3% | +103.8% | -83.4% | +2.5% |
| 10Y | +185.2% | +145.0% | +40.2% | +112.5% |
| All | +185.2% | +139.6% | +45.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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