+35.5%
PM vs JBHT
+29.5%
+6.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -5.2% | -1.6% | -3.6% | -5.2% |
| 30D | +2.7% | -2.3% | +5.0% | +2.8% |
| 3M | +5.2% | -18.5% | +23.7% | +5.2% |
| 6M | +17.0% | -11.3% | +28.3% | +17.0% |
| YTD | +25.5% | +12.6% | +12.9% | +26.2% |
| 1Y | +35.5% | +29.8% | +5.8% | +33.3% |
| All | +35.5% | +29.5% | +6.0% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling