+281.9%
PBF vs JBHT
+347.5%
-65.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.7% |
| 7D | -15.3% | +0.9% | -16.2% | -15.7% |
| 30D | -21.8% | -1.1% | -20.7% | -21.6% |
| 3M | -0.2% | -14.8% | +14.6% | +6.3% |
| 6M | +63.6% | -7.4% | +71.1% | +65.4% |
| YTD | +147.5% | +17.3% | +130.2% | +116.6% |
| 1Y | +69.8% | +35.3% | +34.5% | +36.9% |
| 3Y | +65.3% | +33.9% | +31.3% | +27.7% |
| 5Y | +393.4% | +22.5% | +370.9% | +278.8% |
| 10Y | +240.3% | +181.3% | +59.0% | +40.8% |
| All | +281.9% | +347.5% | -65.6% | +15.0% |
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