+145.2%
PRU vs JBHT
+272.5%
-127.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.3% |
| 7D | +1.9% | +4.9% | -3.0% | -0.6% |
| 30D | +2.7% | +0.6% | +2.1% | +2.0% |
| 3M | +19.5% | -3.2% | +22.7% | +20.3% |
| 6M | +26.6% | +17.0% | +9.7% | +15.0% |
| YTD | +12.3% | +41.7% | -29.3% | -8.2% |
| 1Y | +18.0% | +90.0% | -71.9% | -19.4% |
| 3Y | +47.0% | +47.0% | 0.0% | +11.6% |
| 5Y | +48.4% | +58.3% | -9.9% | +1.8% |
| All | +145.2% | +272.5% | -127.3% | -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