+112.0%
PRU vs JBHT
+192.4%
-80.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.3% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | +6.1% | -2.3% | +8.4% | +7.2% |
| 3M | -0.7% | -18.5% | +17.7% | +8.2% |
| 6M | +22.1% | -11.3% | +33.3% | +26.3% |
| YTD | +9.8% | +12.6% | -2.8% | -0.6% |
| 1Y | +19.4% | +29.8% | -10.4% | +0.1% |
| 3Y | +50.4% | +28.1% | +22.3% | +19.8% |
| 5Y | +37.2% | +17.7% | +19.5% | +9.7% |
| All | +112.0% | +192.4% | -80.3% | -17.8% |
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 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