+8.7%
PTC vs JBHT
+58.3%
-49.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -6.9% |
| 7D | -10.3% | +4.9% | -15.1% | -11.6% |
| 30D | +1.1% | +0.6% | +0.6% | +0.7% |
| 3M | +1.6% | -3.2% | +4.8% | +1.8% |
| 6M | -13.5% | +17.0% | -30.4% | -19.2% |
| YTD | -19.1% | +41.7% | -60.7% | -29.6% |
| 1Y | -33.9% | +90.0% | -123.9% | -49.0% |
| 3Y | -3.9% | +47.0% | -50.9% | -20.1% |
| All | +8.7% | +58.3% | -49.6% | -15.1% |
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