+59.9%
JBHT vs PSLV
+153.8%
-93.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | +0.6% | +7.3% | -6.7% | -0.2% |
| 3M | -3.2% | -7.4% | +4.2% | -2.6% |
| 6M | +17.0% | -20.3% | +37.2% | +19.0% |
| YTD | +41.7% | -8.2% | +49.9% | +38.9% |
| 1Y | +90.0% | +57.9% | +32.1% | +71.6% |
| 3Y | +47.0% | +162.1% | -115.1% | +21.8% |
| All | +59.9% | +153.8% | -93.9% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling