+65.3%
PBF vs JBHT
+34.7%
+30.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.5% |
| 7D | -15.3% | +0.9% | -16.2% | -15.5% |
| 30D | -21.8% | -1.1% | -20.7% | -21.6% |
| 3M | -0.2% | -14.8% | +14.6% | +3.5% |
| 6M | +63.6% | -7.4% | +71.1% | +64.5% |
| YTD | +147.5% | +17.3% | +130.2% | +125.8% |
| 1Y | +69.8% | +35.3% | +34.5% | +46.1% |
| 3Y | +65.3% | +33.9% | +31.3% | +31.8% |
| All | +65.3% | +34.7% | +30.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling