+525.8%
PBR vs JBHT
+184.1%
+341.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -2.0% |
| 7D | -13.3% | +0.4% | -13.7% | -13.4% |
| 30D | -27.5% | -2.0% | -25.5% | -27.1% |
| 3M | +5.2% | -16.3% | +21.5% | +10.8% |
| 6M | -6.4% | -8.2% | +1.9% | -5.3% |
| YTD | +61.6% | +16.3% | +45.3% | +48.4% |
| 1Y | +48.9% | +32.2% | +16.7% | +29.9% |
| 3Y | +70.0% | +34.4% | +35.6% | +40.4% |
| 5Y | +469.0% | +20.3% | +448.6% | +370.7% |
| All | +525.8% | +184.1% | +341.7% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling