+134.5%
PSA vs JBHT
+183.5%
-48.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.1% | +0.5% | -2.5% | -2.2% |
| 30D | +16.2% | -0.1% | +16.3% | +16.2% |
| 3M | +4.3% | -14.0% | +18.4% | +7.5% |
| 6M | +9.9% | -5.1% | +15.0% | +10.2% |
| YTD | +33.3% | +18.0% | +15.2% | +26.6% |
| 1Y | +25.8% | +36.5% | -10.7% | +15.4% |
| 3Y | +54.8% | +34.8% | +20.0% | +39.1% |
| 5Y | +27.5% | +21.4% | +6.1% | +15.6% |
| 10Y | +134.5% | +178.0% | -43.4% | +63.2% |
| All | +134.5% | +183.5% | -48.9% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling