+2,856.5%
PEG vs JBHT
+11,637.0%
-8,780.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| YTD | -6.7% | +41.7% | -48.3% | -11.0% |
| 1Y | -6.8% | +90.0% | -96.8% | -14.6% |
| 3Y | +34.5% | +47.0% | -12.5% | +25.8% |
| 5Y | +35.8% | +58.3% | -22.6% | +24.9% |
| 10Y | +141.7% | +273.9% | -132.2% | +99.3% |
| All | +2,856.5% | +11,637.0% | -8,780.5% | +1,741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling