-70.6%
PSKY vs JBHT
+58.3%
-128.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.7% |
| 7D | -0.2% | +4.9% | -5.1% | -2.0% |
| 30D | +24.0% | +0.6% | +23.4% | +23.4% |
| 3M | +2.2% | -3.2% | +5.4% | +2.9% |
| 6M | -9.0% | +17.0% | -25.9% | -15.6% |
| YTD | -18.1% | +41.7% | -59.8% | -29.7% |
| 1Y | -25.1% | +90.0% | -115.1% | -44.0% |
| 3Y | -16.3% | +47.0% | -63.3% | -31.2% |
| All | -70.6% | +58.3% | -128.9% | -77.1% |
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