+98.5%
PNR vs JBHT
+182.5%
-83.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.8% |
| 7D | +0.3% | +7.0% | -6.8% | -2.9% |
| 30D | +31.7% | +0.5% | +31.2% | +31.4% |
| 3M | +2.6% | -17.4% | +20.0% | +11.2% |
| 6M | -6.4% | -1.7% | -4.7% | -7.4% |
| YTD | -33.4% | +20.7% | -54.2% | -41.2% |
| 1Y | -35.1% | +41.1% | -76.1% | -47.0% |
| 3Y | +17.1% | +38.0% | -20.9% | -7.6% |
| 5Y | -3.5% | +22.5% | -26.0% | -20.6% |
| All | +98.5% | +182.5% | -83.9% | -3.9% |
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