+81.9%
PEP vs JBHT
+194.3%
-112.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.9% |
| 7D | +6.7% | -1.4% | +8.0% | +6.9% |
| 30D | +13.5% | -3.1% | +16.6% | +14.1% |
| 3M | +3.9% | -19.5% | +23.5% | +7.8% |
| 6M | -6.0% | -9.6% | +3.6% | -5.0% |
| YTD | +2.5% | +13.3% | -10.8% | -1.4% |
| 1Y | +3.9% | +29.7% | -25.7% | -2.7% |
| 3Y | -4.7% | +28.3% | -33.0% | -12.9% |
| 5Y | +1.1% | +18.5% | -17.4% | -8.0% |
| All | +81.9% | +194.3% | -112.4% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling