+899.1%
PM vs JBHT
+850.2%
+48.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | +11.5% | -1.2% | +12.6% | +11.7% |
| 3M | +13.0% | -17.1% | +30.2% | +17.1% |
| 6M | +25.9% | -4.4% | +30.3% | +25.8% |
| YTD | +34.0% | +17.5% | +16.5% | +27.1% |
| 1Y | +46.9% | +32.6% | +14.3% | +35.4% |
| 3Y | +158.9% | +33.0% | +125.8% | +130.1% |
| 5Y | +181.3% | +20.3% | +161.0% | +150.8% |
| 10Y | +258.7% | +209.1% | +49.6% | +134.9% |
| All | +899.1% | +850.2% | +48.9% | +363.1% |
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 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