+12,813.1%
PCAR vs JBHT
+9,634.5%
+3,178.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.7% |
| 7D | +3.7% | +1.7% | +1.9% | +3.1% |
| 30D | -2.9% | -1.2% | -1.8% | -2.6% |
| 3M | -21.7% | -17.1% | -4.6% | -17.1% |
| 6M | -6.6% | -4.4% | -2.2% | -6.1% |
| YTD | -2.2% | +17.5% | -19.7% | -8.4% |
| 1Y | +12.2% | +32.6% | -20.4% | +1.1% |
| 3Y | +36.5% | +33.0% | +3.5% | +19.8% |
| 5Y | +113.5% | +20.3% | +93.2% | +90.4% |
| 10Y | +319.4% | +209.1% | +110.4% | +169.5% |
| All | +12,813.1% | +9,634.5% | +3,178.7% | +3,554.2% |
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