+235.6%
PM vs JBHT
+194.3%
+41.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.1% | -4.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +5.8% | -3.1% | +8.9% | +6.3% |
| 3M | +6.7% | -19.5% | +26.2% | +10.2% |
| 6M | +19.9% | -9.6% | +29.5% | +20.9% |
| YTD | +27.8% | +13.3% | +14.5% | +23.2% |
| 1Y | +39.4% | +29.7% | +9.7% | +30.8% |
| 3Y | +146.9% | +28.3% | +118.6% | +125.9% |
| 5Y | +166.6% | +18.5% | +148.2% | +142.6% |
| All | +235.6% | +194.3% | +41.3% | +171.8% |
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