-85.1%
PSKY vs JBHT
+207.4%
-292.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -3.7% |
| 7D | -24.6% | -0.2% | -24.4% | -24.6% |
| 30D | -36.1% | -16.8% | -19.3% | -31.4% |
| 3M | -34.6% | -5.5% | -29.0% | -34.7% |
| 6M | -40.5% | -3.7% | -36.9% | -41.4% |
| YTD | -47.7% | +18.4% | -66.1% | -53.2% |
| 1Y | -58.4% | +36.0% | -94.4% | -65.1% |
| 3Y | -40.7% | +19.7% | -60.4% | -49.3% |
| 5Y | -80.0% | +25.7% | -105.8% | -83.7% |
| All | -85.1% | +207.4% | -292.5% | -92.0% |
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 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