+395.3%
PBF vs JBHT
+17.1%
+378.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -13.8% | -1.6% | -12.2% | -13.3% |
| 30D | -19.6% | -2.3% | -17.3% | -19.2% |
| 3M | +10.3% | -18.5% | +28.7% | +16.1% |
| 6M | +63.4% | -11.3% | +74.7% | +66.7% |
| YTD | +152.6% | +12.6% | +140.1% | +135.0% |
| 1Y | +87.4% | +29.8% | +57.6% | +65.1% |
| 3Y | +63.3% | +28.1% | +35.2% | +40.5% |
| All | +395.3% | +17.1% | +378.2% | +288.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling