+4,006.0%
PG vs JBHT
+11,637.0%
-7,631.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +1.9% | +4.9% | -3.0% | +1.3% |
| 30D | -0.2% | +0.6% | -0.8% | -0.4% |
| 3M | +4.8% | -3.2% | +8.0% | +5.0% |
| 6M | -6.1% | +17.0% | -23.1% | -8.0% |
| YTD | +4.5% | +41.7% | -37.2% | 0.0% |
| 1Y | -5.3% | +90.0% | -95.3% | -12.6% |
| 3Y | +2.6% | +47.0% | -44.4% | -3.7% |
| 5Y | +15.6% | +58.3% | -42.7% | +6.8% |
| 10Y | +118.0% | +273.9% | -155.9% | +80.7% |
| All | +4,006.0% | +11,637.0% | -7,631.0% | +2,180.6% |
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