+280.7%
PNC vs JBHT
+272.5%
+8.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.1% |
| 7D | +1.4% | +4.9% | -3.5% | -0.9% |
| 30D | -3.8% | +0.6% | -4.4% | -4.4% |
| 3M | +9.0% | -3.2% | +12.2% | +9.8% |
| 6M | +16.6% | +17.0% | -0.3% | +6.5% |
| YTD | +20.4% | +41.7% | -21.2% | -0.1% |
| 1Y | +22.3% | +90.0% | -67.6% | -14.1% |
| 3Y | +124.5% | +47.0% | +77.6% | +75.0% |
| 5Y | +54.1% | +58.3% | -4.2% | +10.8% |
| All | +280.7% | +272.5% | +8.2% | +58.8% |
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