+315.1%
PBF vs JBHT
+205.1%
+110.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.7% | -7.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | -13.7% | -1.2% | -12.5% | -13.5% |
| 3M | +10.6% | -17.1% | +27.8% | +19.2% |
| 6M | +61.2% | -4.4% | +65.6% | +60.0% |
| YTD | +172.7% | +17.5% | +155.2% | +139.0% |
| 1Y | +111.0% | +32.6% | +78.4% | +72.5% |
| 3Y | +73.6% | +33.0% | +40.5% | +35.4% |
| 5Y | +479.7% | +20.3% | +459.3% | +351.9% |
| All | +315.1% | +205.1% | +110.0% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling