+276.9%
PCAR vs JBHT
+186.6%
+90.4%
-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% | -1.0% | -0.5% |
| 7D | +3.5% | +0.9% | +2.5% | +3.1% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | -19.3% | -14.8% | -4.5% | -14.4% |
| 6M | -7.1% | -7.4% | +0.3% | -5.3% |
| YTD | -2.8% | +17.3% | -20.1% | -10.9% |
| 1Y | +9.3% | +35.3% | -26.0% | -5.8% |
| 3Y | +33.5% | +33.9% | -0.4% | +11.3% |
| 5Y | +112.6% | +22.5% | +90.1% | +78.9% |
| 10Y | +276.9% | +181.3% | +95.6% | +87.1% |
| All | +276.9% | +186.6% | +90.4% | +87.1% |
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