+3,001.7%
PPG vs JBHT
+9,680.3%
-6,678.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.2% | +4.2% | -4.3% | -1.2% |
| 30D | +17.7% | -0.4% | +18.1% | +17.8% |
| 3M | +7.4% | -17.3% | +24.7% | +12.3% |
| 6M | +16.4% | -3.5% | +19.9% | +16.5% |
| YTD | +22.4% | +18.0% | +4.3% | +16.2% |
| 1Y | +28.6% | +35.5% | -6.9% | +17.8% |
| 3Y | +2.0% | +34.8% | -32.8% | -8.1% |
| 5Y | -15.6% | +19.7% | -35.4% | -22.3% |
| 10Y | +54.6% | +178.0% | -123.3% | +14.1% |
| All | +3,001.7% | +9,680.3% | -6,678.6% | +1,191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling