+329.1%
PTC vs JBHT
+194.3%
+134.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | +0.8% | -3.1% | +3.9% | +1.7% |
| 3M | +39.6% | -19.5% | +59.1% | +49.0% |
| 6M | +41.5% | -9.6% | +51.1% | +43.0% |
| YTD | +11.7% | +13.3% | -1.6% | +2.3% |
| 1Y | +2.4% | +29.7% | -27.2% | -11.3% |
| 3Y | +31.9% | +28.3% | +3.6% | +10.4% |
| 5Y | +54.5% | +18.5% | +36.1% | +30.6% |
| All | +329.1% | +194.3% | +134.8% | +150.8% |
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