-14.1%
PCOR vs JBHT
+39.0%
-53.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.1% | +18.6% | +19.2% |
| 7D | +21.8% | +1.7% | +20.1% | +21.0% |
| 30D | +39.5% | -1.2% | +40.7% | +40.2% |
| 3M | +35.2% | -17.1% | +52.4% | +46.5% |
| 6M | +21.7% | -4.4% | +26.1% | +21.1% |
| YTD | +3.9% | +17.5% | -13.6% | -9.6% |
| 1Y | +6.9% | +32.6% | -25.7% | -13.4% |
| 3Y | +44.8% | +33.0% | +11.7% | +12.7% |
| 5Y | -21.9% | +20.3% | -42.3% | -37.8% |
| All | -14.1% | +39.0% | -53.1% | -37.0% |
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