+635.9%
JBHT vs PSLV
+66.4%
+569.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | +0.9% | +3.9% | -2.9% | +0.6% |
| 30D | -1.1% | -16.3% | +15.2% | +0.2% |
| 3M | -14.8% | -23.0% | +8.2% | -13.2% |
| 6M | -7.4% | -36.5% | +29.1% | -4.6% |
| YTD | +17.3% | -29.6% | +47.0% | +18.8% |
| 1Y | +35.3% | -0.5% | +35.9% | +33.0% |
| 3Y | +33.9% | +120.1% | -86.2% | +23.3% |
| 5Y | +22.5% | +93.3% | -70.7% | +13.1% |
| 10Y | +181.3% | +135.7% | +45.7% | +152.5% |
| All | +635.9% | +66.4% | +569.5% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling