+154.8%
PGR vs JBHT
+60.5%
+94.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -2.6% | +7.1% | -9.7% | -3.0% |
| 30D | -0.2% | +2.3% | -2.5% | -0.4% |
| 3M | +7.4% | -4.5% | +11.8% | +7.6% |
| 6M | +2.1% | +29.2% | -27.1% | 0.0% |
| YTD | +0.5% | +42.2% | -41.7% | -2.4% |
| 1Y | -6.9% | +93.7% | -100.7% | -11.9% |
| 3Y | +73.2% | +53.2% | +20.0% | +66.0% |
| 5Y | +154.8% | +62.4% | +92.3% | +133.2% |
| All | +154.8% | +60.5% | +94.3% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling