+3,720.2%
PNC vs JBHT
+9,226.7%
-5,506.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 6M | +3.1% | -11.3% | +14.3% | +5.7% |
| YTD | +11.5% | +12.6% | -1.0% | +6.2% |
| 1Y | +27.3% | +29.8% | -2.5% | +16.2% |
| 3Y | +106.4% | +28.1% | +78.3% | +85.0% |
| 5Y | +31.1% | +17.7% | +13.4% | +19.2% |
| 10Y | +231.3% | +196.1% | +35.2% | +131.8% |
| All | +3,720.2% | +9,226.7% | -5,506.6% | +1,165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling