+31.8%
PSA vs JBHT
+15.0%
+16.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.2% |
| 7D | +7.4% | -1.4% | +8.8% | +7.7% |
| 30D | +19.1% | -3.1% | +22.2% | +19.9% |
| 3M | +5.1% | -19.5% | +24.6% | +10.0% |
| 6M | +16.2% | -9.6% | +25.8% | +17.8% |
| YTD | +35.2% | +13.3% | +21.8% | +29.4% |
| 1Y | +27.1% | +29.7% | -2.6% | +17.8% |
| 3Y | +51.7% | +28.3% | +23.4% | +37.6% |
| 5Y | +31.8% | +18.5% | +13.3% | +18.0% |
| All | +31.8% | +15.0% | +16.8% | +18.0% |
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