+163.1%
PG vs JBHT
+183.5%
-20.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +10.2% | -0.1% | +10.2% | +10.1% |
| 3M | +16.2% | -14.0% | +30.3% | +18.6% |
| 6M | +18.6% | -5.1% | +23.7% | +18.7% |
| YTD | +20.4% | +18.0% | +2.4% | +15.8% |
| 1Y | +16.2% | +36.5% | -20.4% | +8.8% |
| 3Y | +19.9% | +34.8% | -14.9% | +9.9% |
| 5Y | +30.3% | +21.4% | +8.9% | +19.8% |
| 10Y | +163.1% | +178.0% | -14.8% | +92.9% |
| All | +163.1% | +183.5% | -20.3% | +92.9% |
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