+35.8%
PFE vs JBHT
+272.5%
-236.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.8% |
| 7D | +1.8% | +4.9% | -3.1% | +0.8% |
| 30D | +10.2% | +0.6% | +9.7% | +9.9% |
| 3M | +12.7% | -3.2% | +15.9% | +13.1% |
| 6M | +10.5% | +17.0% | -6.4% | +6.3% |
| YTD | +20.2% | +41.7% | -21.5% | +10.8% |
| 1Y | +24.1% | +90.0% | -65.9% | +6.6% |
| 3Y | -3.6% | +47.0% | -50.5% | -13.8% |
| 5Y | -20.9% | +58.3% | -79.2% | -32.3% |
| All | +35.8% | +272.5% | -236.7% | -16.0% |
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