-33.9%
PTC vs JBHT
+89.9%
-123.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -6.1% |
| 7D | -10.3% | +4.9% | -15.1% | -10.3% |
| 30D | +1.1% | +0.6% | +0.6% | +1.2% |
| 3M | +1.6% | -3.2% | +4.8% | +1.7% |
| 6M | -13.5% | +17.0% | -30.4% | -14.9% |
| YTD | -19.1% | +41.7% | -60.7% | -21.7% |
| 1Y | -33.9% | +90.0% | -123.9% | -36.6% |
| All | -33.9% | +89.9% | -123.8% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling