+160.5%
PR vs JBHT
+193.1%
-32.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.9% |
| 7D | -12.1% | +1.7% | -13.8% | -12.7% |
| 30D | +0.9% | -1.2% | +2.1% | +1.0% |
| 3M | +10.1% | -17.1% | +27.3% | +17.2% |
| 6M | +1.1% | -4.4% | +5.5% | +0.7% |
| YTD | +63.7% | +17.5% | +46.2% | +48.0% |
| 1Y | +87.0% | +32.6% | +54.4% | +60.1% |
| 3Y | +70.7% | +33.0% | +37.7% | +40.1% |
| 5Y | +246.8% | +20.3% | +226.5% | +191.9% |
| 10Y | +72.6% | +209.1% | -136.5% | +25.9% |
| All | +160.5% | +193.1% | -32.7% | +90.8% |
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