+48.5%
PRU vs JBHT
+58.3%
-9.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.8% |
| 7D | +1.9% | +4.9% | -3.0% | +0.3% |
| 30D | +2.7% | +0.6% | +2.1% | +2.3% |
| 3M | +19.5% | -3.2% | +22.7% | +20.1% |
| 6M | +26.6% | +17.0% | +9.7% | +19.0% |
| YTD | +12.3% | +41.7% | -29.3% | -1.4% |
| 1Y | +18.0% | +90.0% | -71.9% | -7.7% |
| 3Y | +47.0% | +47.0% | 0.0% | +23.6% |
| All | +48.5% | +58.3% | -9.7% | +18.8% |
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 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