+66.0%
PBF vs JBHT
+47.5%
+18.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | +4.3% | +4.9% | -0.6% | +2.7% |
| 30D | +22.0% | +0.6% | +21.4% | +21.7% |
| 3M | +74.5% | -3.2% | +77.7% | +75.7% |
| 6M | +67.7% | +17.0% | +50.7% | +58.1% |
| YTD | +179.2% | +41.7% | +137.5% | +145.3% |
| 1Y | +170.0% | +90.0% | +80.0% | +109.3% |
| All | +66.0% | +47.5% | +18.5% | +34.4% |
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