+805.9%
PGR vs JBHT
+277.7%
+528.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +1.8% | +0.9% | +0.9% | +1.5% |
| 3M | +5.9% | -4.4% | +10.4% | +6.4% |
| 6M | +4.6% | +24.5% | -20.0% | -0.2% |
| YTD | +1.1% | +38.6% | -37.5% | -5.6% |
| 1Y | -6.6% | +97.2% | -103.7% | -19.1% |
| 3Y | +74.2% | +49.3% | +24.9% | +56.4% |
| 5Y | +159.5% | +61.4% | +98.1% | +121.0% |
| All | +805.9% | +277.7% | +528.2% | +508.5% |
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