+27.4%
PPG vs JBHT
+273.4%
-246.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.4% |
| 7D | -1.5% | +4.9% | -6.4% | -3.5% |
| 30D | -5.0% | +0.6% | -5.5% | -5.4% |
| 3M | +1.1% | -3.2% | +4.3% | +2.0% |
| 6M | -3.2% | +17.0% | -20.1% | -10.2% |
| YTD | +11.9% | +41.7% | -29.8% | -4.5% |
| 1Y | +5.3% | +90.0% | -84.7% | -21.8% |
| 3Y | -15.0% | +47.0% | -62.0% | -31.3% |
| 5Y | -19.6% | +58.3% | -77.9% | -38.9% |
| All | +27.4% | +273.4% | -246.0% | -38.5% |
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