+11.1%
PPG vs JBHT
-11.5%
+22.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.4% | -1.6% | +4.0% | +2.8% |
| 30D | +16.5% | -2.3% | +18.7% | +16.9% |
| 3M | +5.1% | -18.5% | +23.6% | +8.0% |
| 6M | +11.1% | -11.3% | +22.4% | +13.0% |
| All | +11.1% | -11.5% | +22.6% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling