+3,280.3%
PEP vs JBHT
+9,288.5%
-6,008.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.6% |
| 7D | +6.7% | -1.4% | +8.0% | +6.8% |
| 30D | +13.5% | -3.1% | +16.6% | +13.9% |
| 3M | +3.9% | -19.5% | +23.5% | +6.2% |
| 6M | -6.0% | -9.6% | +3.6% | -5.3% |
| YTD | +2.5% | +13.3% | -10.8% | +0.4% |
| 1Y | +3.9% | +29.7% | -25.7% | +0.3% |
| 3Y | -4.7% | +28.3% | -33.0% | -9.1% |
| 5Y | +1.1% | +18.5% | -17.4% | -3.5% |
| 10Y | +83.8% | +198.1% | -114.3% | +56.9% |
| All | +3,280.3% | +9,288.5% | -6,008.2% | +1,816.2% |
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