+3,280.0%
PFE vs JBHT
+11,637.0%
-8,357.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.7% |
| 7D | +1.8% | +4.9% | -3.1% | +1.0% |
| 30D | +10.2% | +0.6% | +9.7% | +10.0% |
| 3M | +12.7% | -3.2% | +15.9% | +13.0% |
| 6M | +10.5% | +17.0% | -6.4% | +7.4% |
| YTD | +20.2% | +41.7% | -21.5% | +13.4% |
| 1Y | +24.1% | +90.0% | -65.9% | +11.4% |
| 3Y | -3.6% | +47.0% | -50.5% | -10.9% |
| 5Y | -20.9% | +58.3% | -79.2% | -28.6% |
| 10Y | +35.8% | +273.9% | -238.1% | +6.2% |
| All | +3,280.0% | +11,637.0% | -8,357.0% | +1,455.7% |
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