+37.2%
PEG vs JBHT
+58.3%
-21.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.5% |
| 7D | +0.7% | +4.9% | -4.2% | +0.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.6% |
| 3M | -4.8% | -3.2% | -1.6% | -4.6% |
| 6M | -10.7% | +17.0% | -27.6% | -12.9% |
| YTD | -6.7% | +41.7% | -48.3% | -11.3% |
| 1Y | -6.8% | +90.0% | -96.8% | -15.5% |
| 3Y | +34.5% | +47.0% | -12.5% | +25.3% |
| All | +37.2% | +58.3% | -21.1% | +21.2% |
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