+250.9%
PBF vs JBHT
+182.5%
+68.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.6% |
| 7D | +6.5% | +7.0% | -0.6% | +3.1% |
| 30D | -20.0% | +0.5% | -20.5% | -20.4% |
| 3M | -3.3% | -17.4% | +14.0% | +4.4% |
| 6M | +76.8% | -1.7% | +78.5% | +73.6% |
| YTD | +168.9% | +20.7% | +148.2% | +132.9% |
| 1Y | +96.4% | +41.1% | +55.3% | +55.9% |
| 3Y | +77.2% | +38.0% | +39.2% | +35.8% |
| 5Y | +417.7% | +22.5% | +395.3% | +302.0% |
| All | +250.9% | +182.5% | +68.5% | +39.8% |
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