+2,146.7%
PPL vs JBHT
+9,634.5%
-7,487.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | +8.4% | -1.2% | +9.6% | +8.5% |
| 3M | +2.4% | -17.1% | +19.5% | +4.3% |
| 6M | -4.0% | -4.4% | +0.4% | -3.9% |
| YTD | +4.5% | +17.5% | -13.0% | +1.8% |
| 1Y | +1.7% | +32.6% | -30.9% | -2.3% |
| 3Y | +55.5% | +33.0% | +22.5% | +47.2% |
| 5Y | +47.0% | +20.3% | +26.7% | +39.7% |
| 10Y | +62.4% | +209.1% | -146.7% | +37.8% |
| All | +2,146.7% | +9,634.5% | -7,487.8% | +1,383.2% |
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