+138.5%
PSA vs JBHT
+192.4%
-53.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.3% |
| 30D | +19.7% | -2.3% | +22.0% | +20.3% |
| 3M | +4.3% | -18.5% | +22.7% | +8.8% |
| 6M | +11.4% | -11.3% | +22.6% | +13.5% |
| YTD | +33.9% | +12.6% | +21.4% | +28.7% |
| 1Y | +28.3% | +29.8% | -1.5% | +19.0% |
| 3Y | +53.5% | +28.1% | +25.4% | +39.6% |
| 5Y | +30.6% | +17.7% | +12.9% | +19.3% |
| All | +138.5% | +192.4% | -53.9% | +70.7% |
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 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