+1,464.0%
PBR vs JBHT
+7,545.0%
-6,081.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.6% | -2.9% |
| 7D | -14.2% | -1.4% | -12.8% | -13.8% |
| 30D | -21.0% | -3.1% | -17.9% | -20.2% |
| 3M | +5.4% | -19.5% | +24.9% | +13.0% |
| 6M | -10.4% | -9.6% | -0.8% | -8.7% |
| YTD | +65.5% | +13.3% | +52.2% | +53.7% |
| 1Y | +61.6% | +29.7% | +31.9% | +42.3% |
| 3Y | +68.9% | +28.3% | +40.6% | +42.8% |
| 5Y | +504.5% | +18.5% | +486.0% | +408.9% |
| 10Y | +523.6% | +198.1% | +325.5% | +258.9% |
| All | +1,464.0% | +7,545.0% | -6,081.1% | +375.7% |
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