+834.4%
PRU vs JBHT
+5,974.9%
-5,140.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +6.0% |
| 7D | +9.8% | +1.7% | +8.1% | +8.8% |
| 30D | +11.6% | -1.2% | +12.8% | +12.2% |
| 3M | +3.7% | -17.1% | +20.8% | +13.1% |
| 6M | +33.0% | -4.4% | +37.4% | +32.8% |
| YTD | +16.6% | +17.5% | -0.9% | +2.7% |
| 1Y | +26.9% | +32.6% | -5.7% | +4.3% |
| 3Y | +55.7% | +33.0% | +22.7% | +20.1% |
| 5Y | +44.5% | +20.3% | +24.2% | +13.4% |
| 10Y | +133.1% | +209.1% | -76.0% | +3.0% |
| All | +834.4% | +5,974.9% | -5,140.6% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling