+469.6%
PBR vs JBHT
+21.8%
+447.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -13.3% | +0.9% | -14.2% | -13.4% |
| 30D | -27.7% | -1.1% | -26.6% | -27.7% |
| 3M | +2.7% | -14.8% | +17.5% | +4.8% |
| 6M | -6.7% | -7.4% | +0.7% | -6.3% |
| YTD | +60.9% | +17.3% | +43.6% | +54.6% |
| 1Y | +46.6% | +35.3% | +11.3% | +37.1% |
| 3Y | +69.1% | +33.9% | +35.1% | +54.7% |
| 5Y | +469.6% | +22.5% | +447.1% | +404.8% |
| All | +469.6% | +21.8% | +447.8% | +404.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling