+8,822.5%
PTC vs JBHT
+9,634.5%
-811.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +1.5% | -1.2% | +2.7% | +1.7% |
| 3M | +37.8% | -17.1% | +54.9% | +44.6% |
| 6M | +41.2% | -4.4% | +45.6% | +40.7% |
| YTD | +12.0% | +17.5% | -5.4% | +3.8% |
| 1Y | +1.6% | +32.6% | -31.0% | -9.4% |
| 3Y | +32.3% | +33.0% | -0.7% | +14.7% |
| 5Y | +61.4% | +20.3% | +41.1% | +42.6% |
| 10Y | +343.4% | +209.1% | +134.3% | +185.6% |
| All | +8,822.5% | +9,634.5% | -811.9% | +1,785.5% |
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