+15,068.3%
PCAR vs JBHT
+11,637.0%
+3,431.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.8% |
| 7D | -0.5% | +4.9% | -5.4% | -2.1% |
| 30D | -6.2% | +0.6% | -6.8% | -6.6% |
| 3M | +5.9% | -3.2% | +9.1% | +6.7% |
| 6M | +0.4% | +17.0% | -16.6% | -5.4% |
| YTD | +14.8% | +41.7% | -26.8% | +1.5% |
| 1Y | +30.1% | +90.0% | -59.9% | +3.2% |
| 3Y | +66.7% | +47.0% | +19.7% | +41.6% |
| 5Y | +166.1% | +58.3% | +107.8% | +117.0% |
| 10Y | +353.7% | +273.9% | +79.8% | +174.5% |
| All | +15,068.3% | +11,637.0% | +3,431.3% | +3,948.5% |
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