+156.9%
PG vs JBHT
+192.0%
-35.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +12.0% | -2.0% | +14.0% | +12.3% |
| 3M | +16.2% | -16.3% | +32.5% | +19.1% |
| 6M | +16.6% | -8.2% | +24.8% | +17.3% |
| YTD | +20.9% | +16.3% | +4.6% | +16.5% |
| 1Y | +17.8% | +32.2% | -14.4% | +11.0% |
| 3Y | +21.2% | +34.4% | -13.2% | +11.1% |
| 5Y | +31.7% | +20.3% | +11.3% | +21.3% |
| 10Y | +156.9% | +185.2% | -28.3% | +92.2% |
| All | +156.9% | +192.0% | -35.1% | +92.2% |
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