+54.2%
PPL vs JBHT
+272.5%
-218.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.6% |
| 7D | +2.7% | +4.9% | -2.2% | +1.6% |
| 30D | +0.5% | +0.6% | -0.1% | +0.2% |
| 3M | +0.7% | -3.2% | +3.9% | +1.0% |
| 6M | -7.6% | +17.0% | -24.6% | -11.4% |
| YTD | +1.8% | +41.7% | -39.8% | -6.7% |
| 1Y | -0.8% | +90.0% | -90.7% | -15.9% |
| 3Y | +56.9% | +47.0% | +9.9% | +38.9% |
| 5Y | +39.5% | +58.3% | -18.8% | +17.0% |
| All | +54.2% | +272.5% | -218.4% | -6.9% |
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