+65.7%
PNR vs JBHT
+273.4%
-207.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.0% |
| 7D | -2.4% | +4.9% | -7.2% | -4.7% |
| 30D | -12.8% | +0.6% | -13.3% | -13.3% |
| 3M | -17.0% | -3.2% | -13.8% | -16.2% |
| 6M | -37.4% | +17.0% | -54.4% | -42.8% |
| YTD | -41.6% | +41.7% | -83.3% | -51.8% |
| 1Y | -44.6% | +90.0% | -134.6% | -61.4% |
| 3Y | -12.1% | +47.0% | -59.1% | -31.8% |
| 5Y | -17.4% | +58.3% | -75.7% | -39.9% |
| All | +65.7% | +273.4% | -207.8% | -28.5% |
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