+29.1%
PNC vs JBHT
+32.1%
-3.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +6.5% | -2.0% | +8.4% | +6.9% |
| 3M | -7.6% | -16.3% | +8.7% | -3.8% |
| 6M | +8.5% | -8.2% | +16.8% | +8.7% |
| YTD | +14.5% | +16.3% | -1.8% | +4.3% |
| All | +29.1% | +32.1% | -3.0% | +12.0% |
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