+117.8%
PG vs JBHT
+276.8%
-159.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.4% | +7.1% | -7.6% | -1.6% |
| 30D | -0.1% | +2.3% | -2.5% | -0.6% |
| 3M | +1.1% | -4.5% | +5.6% | +1.6% |
| 6M | -3.8% | +29.2% | -33.0% | -8.4% |
| YTD | +3.8% | +42.2% | -38.3% | -2.9% |
| 1Y | -5.8% | +93.7% | -99.5% | -17.0% |
| 3Y | +3.0% | +53.2% | -50.2% | -7.2% |
| 5Y | +14.5% | +62.4% | -47.9% | -0.5% |
| 10Y | +117.8% | +274.7% | -156.9% | +44.9% |
| All | +117.8% | +276.8% | -159.0% | +44.9% |
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