+364.4%
PCAR vs JBHT
+272.5%
+91.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.0% |
| 7D | -0.5% | +4.9% | -5.4% | -2.6% |
| 30D | -6.2% | +0.6% | -6.8% | -6.7% |
| 3M | +5.9% | -3.2% | +9.1% | +6.8% |
| 6M | +0.4% | +17.0% | -16.6% | -7.2% |
| YTD | +14.8% | +41.7% | -26.8% | -2.3% |
| 1Y | +30.1% | +90.0% | -59.9% | -4.0% |
| 3Y | +66.7% | +47.0% | +19.7% | +34.2% |
| 5Y | +166.1% | +58.3% | +107.8% | +100.1% |
| All | +364.4% | +272.5% | +91.9% | +110.1% |
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