+4,261.2%
PNR vs JBHT
+9,620.6%
-5,359.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.1% | +0.9% | -1.1% | -0.4% |
| 30D | +33.4% | -1.1% | +34.5% | +33.8% |
| 3M | +4.9% | -14.8% | +19.7% | +8.9% |
| 6M | -8.5% | -7.4% | -1.1% | -7.3% |
| YTD | -32.1% | +17.3% | -49.5% | -35.8% |
| 1Y | -35.0% | +35.3% | -70.3% | -40.8% |
| 3Y | +17.6% | +33.9% | -16.4% | +5.5% |
| 5Y | +0.9% | +22.5% | -21.7% | -7.6% |
| 10Y | +101.4% | +181.3% | -80.0% | +49.1% |
| All | +4,261.2% | +9,620.6% | -5,359.3% | +1,607.4% |
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