+45,347.9%
PGR vs JBHT
+9,680.3%
+35,667.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +10.0% | -14.0% | +24.1% | +12.5% |
| 6M | +18.7% | -5.1% | +23.8% | +18.9% |
| YTD | +9.2% | +18.0% | -8.8% | +4.7% |
| 1Y | +13.1% | +36.5% | -23.4% | +5.5% |
| 3Y | +59.2% | +34.8% | +24.5% | +45.3% |
| 5Y | +172.1% | +21.4% | +150.7% | +149.4% |
| 10Y | +828.6% | +178.0% | +650.7% | +612.8% |
| All | +45,347.9% | +9,680.3% | +35,667.6% | +21,490.7% |
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