+54.4%
PRU vs JBHT
+28.2%
+26.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.2% |
| 30D | +7.9% | -3.1% | +10.9% | +8.7% |
| 3M | +3.1% | -19.5% | +22.6% | +8.3% |
| 6M | +25.2% | -9.6% | +34.8% | +26.8% |
| YTD | +12.7% | +13.3% | -0.6% | +6.4% |
| 1Y | +23.5% | +29.7% | -6.2% | +11.9% |
| All | +54.4% | +28.2% | +26.2% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling