-3.8%
PNR vs JBHT
+21.4%
-25.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.3% | +4.2% | -6.5% | -4.0% |
| 30D | +29.3% | -0.4% | +29.7% | +29.5% |
| 3M | +4.1% | -17.3% | +21.4% | +11.7% |
| 6M | -8.6% | -3.5% | -5.1% | -8.9% |
| YTD | -33.6% | +18.0% | -51.6% | -40.1% |
| 1Y | -36.4% | +35.5% | -71.9% | -46.2% |
| 3Y | +15.1% | +34.8% | -19.7% | -6.5% |
| 5Y | -3.8% | +19.7% | -23.5% | -20.3% |
| All | -3.8% | +21.4% | -25.2% | -20.3% |
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