+234.7%
PM vs JBHT
+191.4%
+43.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.9% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | -2.2% | -1.9% | -3.7% |
| 3M | +2.7% | -16.5% | +19.2% | +5.5% |
| 6M | +14.9% | -8.4% | +23.3% | +15.6% |
| YTD | +23.5% | +16.1% | +7.5% | +18.5% |
| 1Y | +30.4% | +31.9% | -1.6% | +22.0% |
| 3Y | +143.2% | +34.1% | +109.1% | +120.2% |
| 5Y | +159.5% | +20.1% | +139.4% | +135.8% |
| 10Y | +234.7% | +184.7% | +50.0% | +156.1% |
| All | +234.7% | +191.4% | +43.2% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling