+69.7%
PBR vs JBHT
+33.6%
+36.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | -13.3% | +0.4% | -13.7% | -13.3% |
| 30D | -27.5% | -2.0% | -25.5% | -27.3% |
| 3M | +5.2% | -16.3% | +21.5% | +7.0% |
| 6M | -6.4% | -8.2% | +1.9% | -6.0% |
| YTD | +61.6% | +16.3% | +45.3% | +56.5% |
| 1Y | +48.9% | +32.2% | +16.7% | +41.2% |
| All | +69.7% | +33.6% | +36.1% | +58.8% |
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