+58.0%
PPG vs JBHT
+183.5%
-125.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +21.2% | -0.1% | +21.3% | +21.2% |
| 3M | +8.2% | -14.0% | +22.3% | +14.0% |
| 6M | +17.2% | -5.1% | +22.3% | +17.6% |
| YTD | +25.0% | +18.0% | +6.9% | +14.3% |
| 1Y | +33.5% | +36.5% | -3.0% | +14.7% |
| 3Y | +4.2% | +34.8% | -30.6% | -13.5% |
| 5Y | -12.7% | +21.4% | -34.1% | -25.9% |
| 10Y | +58.0% | +178.0% | -120.0% | -9.5% |
| All | +58.0% | +183.5% | -125.5% | -9.5% |
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 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