+61.1%
PPL vs JBHT
+194.3%
-133.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +1.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +6.8% | -3.1% | +9.9% | +7.4% |
| 3M | +3.9% | -19.5% | +23.4% | +8.0% |
| 6M | -2.0% | -9.6% | +7.5% | -1.0% |
| YTD | +5.3% | +13.3% | -8.0% | +0.6% |
| 1Y | +2.2% | +29.7% | -27.5% | -5.5% |
| 3Y | +56.7% | +28.3% | +28.4% | +41.1% |
| 5Y | +49.1% | +18.5% | +30.6% | +33.8% |
| All | +61.1% | +194.3% | -133.2% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling