-35.1%
PSKY vs JBHT
+1,422.3%
-1,457.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.2% |
| 7D | -0.2% | +4.9% | -5.1% | -2.8% |
| 30D | +24.0% | +0.6% | +23.4% | +23.1% |
| 3M | +2.2% | -3.2% | +5.4% | +3.1% |
| 6M | -9.0% | +17.0% | -25.9% | -18.6% |
| YTD | -18.1% | +41.7% | -59.8% | -34.5% |
| 1Y | -25.1% | +90.0% | -115.1% | -50.8% |
| 3Y | -16.3% | +47.0% | -63.3% | -39.0% |
| 5Y | -70.4% | +58.3% | -128.7% | -79.9% |
| 10Y | -74.2% | +273.9% | -348.1% | -90.7% |
| All | -35.1% | +1,422.3% | -1,457.4% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling