-35.2%
PNR vs JBHT
+29.5%
-64.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.3% |
| 30D | +31.2% | -2.3% | +33.4% | +32.0% |
| 3M | -2.1% | -18.5% | +16.4% | +2.3% |
| 6M | -14.0% | -11.3% | -2.7% | -12.7% |
| YTD | -33.6% | +12.6% | -46.2% | -38.6% |
| 1Y | -35.2% | +29.8% | -64.9% | -44.5% |
| All | -35.2% | +29.5% | -64.7% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling