+45,729.3%
PGR vs JBHT
+9,680.3%
+36,049.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.0% | +4.2% | -3.2% | +0.3% |
| 30D | +5.7% | -0.4% | +6.1% | +5.6% |
| 3M | +13.6% | -17.3% | +30.9% | +17.0% |
| 6M | +18.8% | -3.5% | +22.3% | +18.6% |
| YTD | +10.1% | +18.0% | -7.9% | +5.6% |
| 1Y | +13.0% | +35.5% | -22.5% | +5.6% |
| 3Y | +60.6% | +34.8% | +25.8% | +46.5% |
| 5Y | +173.5% | +19.7% | +153.8% | +151.4% |
| 10Y | +836.4% | +178.0% | +658.5% | +618.8% |
| All | +45,729.3% | +9,680.3% | +36,049.0% | +21,672.0% |
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