+53.5%
PNC vs JBHT
+58.3%
-4.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | +1.4% | +4.9% | -3.5% | -0.4% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | +9.0% | -3.2% | +12.2% | +9.7% |
| 6M | +16.6% | +17.0% | -0.3% | +8.8% |
| YTD | +20.4% | +41.7% | -21.2% | +4.3% |
| 1Y | +22.3% | +90.0% | -67.6% | -6.6% |
| 3Y | +124.5% | +47.0% | +77.6% | +86.5% |
| All | +53.5% | +58.3% | -4.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling