-11.9%
PEP vs JBHT
+47.5%
-59.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -1.4% | +4.9% | -6.3% | -1.8% |
| 30D | +0.2% | +0.6% | -0.3% | +0.1% |
| 3M | -1.1% | -3.2% | +2.1% | -1.0% |
| 6M | -13.5% | +17.0% | -30.4% | -14.8% |
| YTD | -1.2% | +41.7% | -42.8% | -4.1% |
| 1Y | -1.6% | +90.0% | -91.5% | -6.7% |
| All | -11.9% | +47.5% | -59.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling