+1.0%
PPG vs JBHT
+93.0%
-92.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | 0.0% | +7.1% | -7.1% | -2.0% |
| 30D | -7.8% | +2.3% | -10.1% | -8.6% |
| 3M | -2.2% | -4.5% | +2.3% | -1.2% |
| 6M | +4.1% | +29.2% | -25.1% | -4.3% |
| YTD | +9.1% | +42.2% | -33.1% | -0.9% |
| 1Y | +1.0% | +93.7% | -92.8% | -11.8% |
| All | +1.0% | +93.0% | -92.0% | -11.8% |
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