+278.2%
PCAR vs JBHT
+186.6%
+91.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +3.8% | +0.9% | +2.9% | +3.4% |
| 30D | -2.0% | -1.1% | -0.9% | -1.6% |
| 3M | -19.1% | -14.8% | -4.3% | -14.1% |
| 6M | -6.8% | -7.4% | +0.6% | -5.0% |
| YTD | -2.5% | +17.3% | -19.8% | -10.6% |
| 1Y | +9.7% | +35.3% | -25.7% | -5.5% |
| 3Y | +34.0% | +33.9% | 0.0% | +11.6% |
| 5Y | +113.3% | +22.5% | +90.8% | +79.5% |
| 10Y | +278.2% | +181.3% | +96.8% | +87.7% |
| All | +278.2% | +186.6% | +91.6% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling