+803.6%
PRU vs JBHT
+5,759.0%
-4,955.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.6% |
| 30D | +7.9% | -3.1% | +10.9% | +9.6% |
| 3M | +3.1% | -19.5% | +22.6% | +14.3% |
| 6M | +25.2% | -9.6% | +34.8% | +28.9% |
| YTD | +12.7% | +13.3% | -0.6% | +1.3% |
| 1Y | +23.5% | +29.7% | -6.2% | +2.7% |
| 3Y | +50.6% | +28.3% | +22.3% | +18.4% |
| 5Y | +40.9% | +18.5% | +22.4% | +11.4% |
| 10Y | +125.5% | +198.1% | -72.7% | +1.6% |
| All | +803.6% | +5,759.0% | -4,955.4% | +52.5% |
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