+162.8%
PEG vs JBHT
+186.6%
-23.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +0.9% | +1.6% | +2.4% |
| 30D | +3.3% | -1.1% | +4.4% | +3.5% |
| 3M | +1.1% | -14.8% | +15.9% | +3.8% |
| 6M | -1.4% | -7.4% | +6.0% | -0.9% |
| YTD | -4.6% | +17.3% | -21.9% | -9.1% |
| 1Y | -7.2% | +35.3% | -42.5% | -14.4% |
| 3Y | +33.7% | +33.9% | -0.2% | +20.3% |
| 5Y | +40.8% | +22.5% | +18.3% | +26.7% |
| 10Y | +162.8% | +181.3% | -18.5% | +95.6% |
| All | +162.8% | +186.6% | -23.8% | +95.6% |
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