+61.2%
PBF vs JBHT
-6.8%
+67.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.7% | -6.7% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -13.7% | -1.2% | -12.5% | -13.6% |
| 3M | +10.6% | -17.1% | +27.8% | +11.9% |
| 6M | +61.2% | -4.4% | +65.6% | +66.6% |
| All | +61.2% | -6.8% | +67.9% | +66.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling