+6,822.1%
PWR vs JBHT
+4,236.5%
+2,585.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.6% | -8.7% | -10.9% |
| 7D | -19.9% | -1.4% | -18.5% | -19.3% |
| 30D | -29.3% | -3.1% | -26.2% | -28.5% |
| 3M | -25.5% | -19.5% | -5.9% | -19.6% |
| 6M | -34.0% | -9.6% | -24.4% | -32.5% |
| YTD | +20.7% | +13.3% | +7.4% | +12.3% |
| 1Y | +12.3% | +29.7% | -17.3% | -1.0% |
| 3Y | +201.9% | +28.3% | +173.6% | +156.1% |
| 5Y | +336.8% | +18.5% | +318.3% | +275.1% |
| 10Y | +1,748.9% | +198.1% | +1,550.7% | +986.1% |
| All | +6,822.1% | +4,236.5% | +2,585.6% | +1,556.0% |
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