-77.6%
PCG vs JBHT
+192.4%
-270.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +1.4% | -2.3% | +3.7% | +1.9% |
| 3M | -23.4% | -18.5% | -4.9% | -19.8% |
| 6M | -19.4% | -11.3% | -8.1% | -18.1% |
| YTD | -18.5% | +12.6% | -31.1% | -23.4% |
| 1Y | -19.5% | +29.8% | -49.3% | -27.8% |
| 3Y | -21.0% | +28.1% | -49.1% | -31.5% |
| 5Y | +13.7% | +17.7% | -3.9% | -1.3% |
| All | -77.6% | +192.4% | -270.0% | -84.8% |
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