+225.3%
PNC vs JBHT
+192.4%
+32.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.3% |
| 30D | +4.5% | -2.3% | +6.8% | +5.4% |
| 3M | -10.0% | -18.5% | +8.4% | -2.2% |
| 6M | +3.1% | -11.3% | +14.3% | +6.7% |
| YTD | +11.5% | +12.6% | -1.0% | +2.1% |
| 1Y | +27.3% | +29.8% | -2.5% | +8.5% |
| 3Y | +106.4% | +28.1% | +78.3% | +69.2% |
| 5Y | +31.1% | +17.7% | +13.4% | +8.8% |
| All | +225.3% | +192.4% | +32.9% | +37.2% |
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