+3,449.8%
PFE vs JBHT
+9,288.5%
-5,838.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.4% |
| 7D | -0.2% | -1.4% | +1.1% | 0.0% |
| 30D | +8.7% | -3.1% | +11.7% | +9.1% |
| 3M | +15.8% | -19.5% | +35.3% | +19.2% |
| 6M | +16.8% | -9.6% | +26.4% | +17.9% |
| YTD | +26.2% | +13.3% | +12.9% | +22.8% |
| 1Y | +29.9% | +29.7% | +0.2% | +23.8% |
| 3Y | +15.9% | +28.3% | -12.4% | +9.0% |
| 5Y | -20.6% | +18.5% | -39.1% | -25.3% |
| 10Y | +65.4% | +198.1% | -132.8% | +33.3% |
| All | +3,449.8% | +9,288.5% | -5,838.6% | +1,584.8% |
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