-11.5%
PPG vs JBHT
+47.5%
-59.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.6% |
| 7D | -1.5% | +4.9% | -6.4% | -3.2% |
| 30D | -5.0% | +0.6% | -5.5% | -5.3% |
| 3M | +1.1% | -3.2% | +4.3% | +1.9% |
| 6M | -3.2% | +17.0% | -20.1% | -9.4% |
| YTD | +11.9% | +41.7% | -29.8% | -2.1% |
| 1Y | +5.3% | +90.0% | -84.7% | -17.4% |
| All | -11.5% | +47.5% | -59.1% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling