+3,391.6%
PFE vs JBHT
+9,226.7%
-5,835.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | +5.0% | -2.3% | +7.3% | +5.3% |
| 3M | +12.2% | -18.5% | +30.6% | +15.2% |
| 6M | +14.6% | -11.3% | +25.8% | +16.0% |
| YTD | +24.1% | +12.6% | +11.6% | +20.9% |
| 1Y | +26.6% | +29.8% | -3.2% | +20.6% |
| 3Y | +14.3% | +28.1% | -13.8% | +7.5% |
| 5Y | -21.9% | +17.7% | -39.6% | -26.5% |
| 10Y | +62.6% | +196.1% | -133.5% | +31.3% |
| All | +3,391.6% | +9,226.7% | -5,835.1% | +1,558.8% |
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