+203.7%
PNC vs JBHT
+186.6%
+17.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +6.5% | -1.1% | +7.6% | +6.9% |
| 3M | -7.3% | -14.8% | +7.5% | -1.2% |
| 6M | +8.5% | -7.4% | +16.0% | +10.2% |
| YTD | +14.5% | +17.3% | -2.9% | +2.9% |
| 1Y | +29.1% | +35.3% | -6.2% | +8.1% |
| 3Y | +113.7% | +33.9% | +79.8% | +71.8% |
| 5Y | +35.7% | +22.5% | +13.2% | +10.6% |
| 10Y | +203.7% | +181.3% | +22.3% | +40.5% |
| All | +203.7% | +186.6% | +17.1% | +40.5% |
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