+1,573.8%
PBR vs JBHT
+9,457.4%
-7,883.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.9% |
| 7D | +8.6% | +4.9% | +3.7% | +6.6% |
| 30D | +12.8% | +0.6% | +12.2% | +12.3% |
| 3M | +14.7% | -3.2% | +17.9% | +15.2% |
| 6M | +25.2% | +17.0% | +8.2% | +16.3% |
| YTD | +77.1% | +41.7% | +35.5% | +52.7% |
| 1Y | +69.6% | +90.0% | -20.4% | +28.8% |
| 3Y | +95.6% | +47.0% | +48.6% | +58.2% |
| 5Y | +501.8% | +58.3% | +443.4% | +356.5% |
| 10Y | +640.6% | +273.9% | +366.7% | +295.3% |
| All | +1,573.8% | +9,457.4% | -7,883.6% | +372.6% |
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