+37.0%
PRU vs JBHT
+17.1%
+19.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | +6.1% | -2.3% | +8.4% | +6.9% |
| 3M | -0.7% | -18.5% | +17.7% | +5.0% |
| 6M | +22.1% | -11.3% | +33.3% | +24.9% |
| YTD | +9.8% | +12.6% | -2.8% | +2.9% |
| 1Y | +19.4% | +29.8% | -10.4% | +6.3% |
| 3Y | +50.4% | +28.1% | +22.3% | +30.2% |
| All | +37.0% | +17.1% | +19.9% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling