-76.0%
PCG vs JBHT
+272.5%
-348.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.6% |
| 7D | -13.9% | +4.9% | -18.7% | -15.2% |
| 30D | -16.9% | +0.6% | -17.4% | -17.3% |
| 3M | -14.7% | -3.2% | -11.5% | -14.5% |
| 6M | -23.8% | +17.0% | -40.8% | -28.2% |
| YTD | -10.5% | +41.7% | -52.2% | -20.6% |
| 1Y | -5.1% | +90.0% | -95.1% | -24.1% |
| 3Y | -11.6% | +47.0% | -58.6% | -25.2% |
| 5Y | +59.0% | +58.3% | +0.7% | +26.5% |
| All | -76.0% | +272.5% | -348.5% | -86.7% |
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