+347.3%
PBF vs JBHT
+272.5%
+74.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.7% |
| 7D | +4.3% | +4.9% | -0.6% | +1.7% |
| 30D | +22.0% | +0.6% | +21.4% | +21.4% |
| 3M | +74.5% | -3.2% | +77.7% | +76.2% |
| 6M | +67.7% | +17.0% | +50.7% | +51.0% |
| YTD | +179.2% | +41.7% | +137.5% | +126.7% |
| 1Y | +170.0% | +90.0% | +80.0% | +82.2% |
| 3Y | +66.4% | +47.0% | +19.4% | +25.5% |
| 5Y | +764.5% | +58.3% | +706.2% | +482.3% |
| All | +347.3% | +272.5% | +74.7% | +53.5% |
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