+77.8%
PBF vs JBHT
+36.3%
+41.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.8% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -18.0% | -0.1% | -17.9% | -17.9% |
| 3M | +0.9% | -14.0% | +15.0% | +1.2% |
| 6M | +65.7% | -5.1% | +70.8% | +67.1% |
| YTD | +161.9% | +18.0% | +143.8% | +154.2% |
| 1Y | +77.8% | +36.5% | +41.3% | +63.0% |
| All | +77.8% | +36.3% | +41.5% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling