+33.1%
PPG vs JBHT
+31.8%
+1.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +20.5% | -2.2% | +22.7% | +21.4% |
| 3M | +5.3% | -16.5% | +21.8% | +11.3% |
| 6M | +15.8% | -8.4% | +24.2% | +14.8% |
| YTD | +24.6% | +16.1% | +8.5% | +8.7% |
| All | +33.1% | +31.8% | +1.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling