+91.5%
PBR vs JBHT
+47.5%
+43.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | +8.6% | +4.9% | +3.7% | +8.0% |
| 30D | +12.8% | +0.6% | +12.2% | +12.7% |
| 3M | +14.7% | -3.2% | +17.9% | +14.9% |
| 6M | +25.2% | +17.0% | +8.2% | +22.4% |
| YTD | +77.1% | +41.7% | +35.5% | +68.4% |
| 1Y | +69.6% | +90.0% | -20.4% | +53.4% |
| All | +91.5% | +47.5% | +43.9% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling