+5.7%
PCOR vs JBHT
+29.0%
-23.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | +23.7% | -1.4% | +25.1% | +23.9% |
| 30D | +39.0% | -3.1% | +42.1% | +39.4% |
| 3M | +35.8% | -19.5% | +55.3% | +38.3% |
| 6M | +38.2% | -9.6% | +47.8% | +39.3% |
| YTD | +3.9% | +13.3% | -9.4% | -1.7% |
| 1Y | +5.7% | +29.7% | -24.0% | -5.4% |
| All | +5.7% | +29.0% | -23.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling