+296.2%
PBF vs JBHT
+332.2%
-36.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -4.1% |
| 7D | -9.5% | -1.4% | -8.1% | -8.9% |
| 30D | -17.5% | -3.1% | -14.4% | -16.4% |
| 3M | +12.2% | -19.5% | +31.7% | +22.9% |
| 6M | +49.6% | -9.6% | +59.1% | +52.8% |
| YTD | +156.8% | +13.3% | +143.5% | +128.6% |
| 1Y | +98.6% | +29.7% | +68.9% | +63.4% |
| 3Y | +63.4% | +28.3% | +35.1% | +29.1% |
| 5Y | +420.9% | +18.5% | +402.4% | +306.6% |
| 10Y | +288.7% | +198.1% | +90.6% | +54.7% |
| All | +296.2% | +332.2% | -36.0% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling