+38.1%
PEG vs JBHT
+17.1%
+21.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -2.1% |
| 30D | +1.2% | -2.3% | +3.5% | +1.4% |
| 3M | -2.4% | -18.5% | +16.1% | -0.3% |
| 6M | -6.9% | -11.3% | +4.4% | -6.2% |
| YTD | -7.2% | +12.6% | -19.8% | -9.7% |
| 1Y | -8.9% | +29.8% | -38.6% | -13.1% |
| 3Y | +27.1% | +28.1% | -1.0% | +19.1% |
| All | +38.1% | +17.1% | +21.1% | +26.6% |
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 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