+2,859.2%
PEG vs JBHT
+9,288.5%
-6,429.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.3% |
| 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% | 0.0% |
| 6M | -6.7% | -9.6% | +2.9% | -6.0% |
| YTD | -6.6% | +13.3% | -19.9% | -8.7% |
| 1Y | -5.3% | +29.7% | -35.0% | -9.0% |
| 3Y | +26.8% | +28.3% | -1.5% | +20.4% |
| 5Y | +34.7% | +18.5% | +16.2% | +28.1% |
| 10Y | +151.8% | +198.1% | -46.3% | +112.9% |
| All | +2,859.2% | +9,288.5% | -6,429.3% | +1,789.5% |
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