+3,159.9%
PEP vs JBHT
+11,637.0%
-8,477.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -1.4% | +4.9% | -6.3% | -1.9% |
| 30D | +0.2% | +0.6% | -0.3% | +0.1% |
| 3M | -1.1% | -3.2% | +2.1% | -0.9% |
| 6M | -13.5% | +17.0% | -30.4% | -15.3% |
| YTD | -1.2% | +41.7% | -42.8% | -5.4% |
| 1Y | -1.6% | +90.0% | -91.5% | -9.2% |
| 3Y | -12.5% | +47.0% | -59.5% | -17.8% |
| 5Y | +3.0% | +58.3% | -55.3% | -4.7% |
| 10Y | +73.9% | +273.9% | -200.0% | +44.9% |
| All | +3,159.9% | +11,637.0% | -8,477.1% | +1,705.1% |
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