+252.3%
PBF vs JBHT
+192.0%
+60.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +1.9% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | -17.5% | -2.0% | -15.5% | -16.9% |
| 3M | +13.1% | -16.3% | +29.4% | +21.3% |
| 6M | +72.6% | -8.2% | +80.9% | +75.2% |
| YTD | +161.2% | +16.3% | +144.9% | +130.3% |
| 1Y | +93.3% | +32.2% | +61.1% | +58.5% |
| 3Y | +80.7% | +34.4% | +46.3% | +40.1% |
| 5Y | +396.1% | +20.3% | +375.7% | +286.7% |
| 10Y | +252.3% | +185.2% | +67.0% | +51.2% |
| All | +252.3% | +192.0% | +60.3% | +51.2% |
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