+1,112.1%
PSX vs JBHT
+477.1%
+635.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.9% |
| 7D | +4.5% | +4.9% | -0.3% | +2.5% |
| 30D | +26.6% | +0.6% | +26.0% | +25.9% |
| 3M | +39.3% | -3.2% | +42.5% | +40.2% |
| 6M | +56.8% | +17.0% | +39.9% | +44.5% |
| YTD | +101.8% | +41.7% | +60.2% | +71.3% |
| 1Y | +99.6% | +90.0% | +9.6% | +46.8% |
| 3Y | +140.3% | +47.0% | +93.4% | +92.7% |
| 5Y | +339.3% | +58.3% | +281.0% | +225.4% |
| 10Y | +369.9% | +273.9% | +95.9% | +116.4% |
| All | +1,112.1% | +477.1% | +635.0% | +386.2% |
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