+17.0%
JBHT vs PSLV
-21.6%
+38.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +0.6% | +7.3% | -6.7% | +0.4% |
| 3M | -3.2% | -7.4% | +4.2% | -2.5% |
| 6M | +17.0% | -20.3% | +37.2% | +17.4% |
| All | +17.0% | -21.6% | +38.6% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling