+982.8%
PAAS vs JBHT
+7,002.7%
-6,019.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -11.6% | -3.1% | -8.6% | -11.4% |
| 3M | -15.6% | -19.5% | +4.0% | -14.0% |
| 6M | -19.1% | -9.6% | -9.6% | -18.6% |
| YTD | -20.9% | +13.3% | -34.2% | -22.1% |
| 1Y | +21.3% | +29.7% | -8.4% | +18.0% |
| 3Y | +177.4% | +28.3% | +149.1% | +167.4% |
| 5Y | +71.3% | +18.5% | +52.9% | +65.6% |
| 10Y | +181.5% | +198.1% | -16.6% | +150.3% |
| All | +982.8% | +7,002.7% | -6,019.9% | +952.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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