+42,489.9%
PGR vs JBHT
+11,637.0%
+30,852.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.7% |
| 7D | +0.1% | +4.9% | -4.7% | -0.7% |
| 30D | +2.9% | +0.6% | +2.3% | +2.6% |
| 3M | +12.1% | -3.2% | +15.3% | +12.3% |
| 6M | +3.7% | +17.0% | -13.3% | +0.1% |
| YTD | +2.4% | +41.7% | -39.3% | -4.7% |
| 1Y | -6.4% | +90.0% | -96.3% | -18.0% |
| 3Y | +76.8% | +47.0% | +29.8% | +59.2% |
| 5Y | +154.3% | +58.3% | +96.0% | +122.5% |
| 10Y | +790.1% | +273.9% | +516.1% | +549.5% |
| All | +42,489.9% | +11,637.0% | +30,852.9% | +19,544.2% |
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 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