-19.4%
PCG vs JBHT
+28.2%
-47.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +5.8% | -3.1% | +8.9% | +6.1% |
| 3M | -22.8% | -19.5% | -3.2% | -21.6% |
| 6M | -18.4% | -9.6% | -8.8% | -18.4% |
| YTD | -16.9% | +13.3% | -30.2% | -19.2% |
| 1Y | -17.6% | +29.7% | -47.3% | -21.3% |
| All | -19.4% | +28.2% | -47.6% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling