+54.5%
PPG vs JBHT
+182.6%
-128.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | +16.5% | -2.3% | +18.7% | +17.5% |
| 3M | +5.1% | -18.5% | +23.6% | +13.2% |
| 6M | +11.1% | -11.3% | +22.4% | +14.8% |
| YTD | +21.7% | +12.6% | +9.1% | +13.5% |
| 1Y | +32.0% | +29.8% | +2.2% | +15.8% |
| 3Y | +2.8% | +28.1% | -25.3% | -12.8% |
| 5Y | -16.5% | +17.7% | -34.2% | -28.3% |
| All | +54.5% | +182.6% | -128.1% | -10.4% |
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 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