+34.7%
PEG vs JBHT
+15.0%
+19.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | +1.9% | -3.1% | +5.0% | +2.2% |
| 3M | -2.3% | -19.5% | +17.2% | -0.1% |
| 6M | -6.7% | -9.6% | +2.9% | -6.2% |
| YTD | -6.6% | +13.3% | -19.9% | -9.1% |
| 1Y | -5.3% | +29.7% | -35.0% | -9.7% |
| 3Y | +26.8% | +28.3% | -1.5% | +18.9% |
| 5Y | +34.7% | +18.5% | +16.2% | +23.1% |
| All | +34.7% | +15.0% | +19.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling