+106.4%
PNC vs JBHT
+27.4%
+79.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | +4.5% | -2.3% | +6.8% | +5.1% |
| 3M | -10.0% | -18.5% | +8.4% | -4.8% |
| 6M | +3.1% | -11.3% | +14.3% | +5.4% |
| YTD | +11.5% | +12.6% | -1.0% | +5.0% |
| 1Y | +27.3% | +29.8% | -2.5% | +14.2% |
| 3Y | +106.4% | +28.1% | +78.3% | +72.7% |
| All | +106.4% | +27.4% | +79.0% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling