+1.8%
PPG vs JBHT
+38.8%
-37.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +0.7% | +7.0% | -6.3% | -1.6% |
| 30D | +17.6% | +0.5% | +17.1% | +17.3% |
| 3M | +7.5% | -17.4% | +24.8% | +14.0% |
| 6M | +17.6% | -1.7% | +19.3% | +16.2% |
| YTD | +22.6% | +20.7% | +1.8% | +12.6% |
| 1Y | +28.0% | +41.1% | -13.1% | +11.4% |
| 3Y | +1.8% | +38.0% | -36.2% | -15.3% |
| All | +1.8% | +38.8% | -37.0% | -15.3% |
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