+59.3%
PGR vs JBHT
+38.8%
+20.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.1% |
| 7D | +3.5% | +7.0% | -3.5% | +3.5% |
| 30D | +10.5% | +0.5% | +10.0% | +10.5% |
| 3M | +12.9% | -17.4% | +30.3% | +12.9% |
| 6M | +20.4% | -1.7% | +22.1% | +20.3% |
| YTD | +10.3% | +20.7% | -10.5% | +10.3% |
| 1Y | +12.5% | +41.1% | -28.5% | +12.7% |
| 3Y | +59.3% | +38.0% | +21.3% | +60.5% |
| All | +59.3% | +38.8% | +20.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling