-73.9%
PYPL vs JBHT
+17.1%
-91.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.5% |
| 30D | +7.8% | -2.3% | +10.1% | +8.6% |
| 3M | -0.7% | -18.5% | +17.8% | +5.7% |
| 6M | +28.8% | -11.3% | +40.0% | +31.8% |
| YTD | +2.4% | +12.6% | -10.2% | -6.2% |
| 1Y | -9.6% | +29.8% | -39.4% | -22.2% |
| 3Y | +9.7% | +28.1% | -18.4% | -8.7% |
| All | -73.9% | +17.1% | -91.0% | -78.8% |
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 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