-73.6%
PYPL vs JBHT
+15.0%
-88.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.9% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | +8.0% | -3.1% | +11.0% | +9.0% |
| 3M | +2.0% | -19.5% | +21.6% | +9.1% |
| 6M | +27.6% | -9.6% | +37.1% | +29.7% |
| YTD | +1.9% | +13.3% | -11.4% | -6.9% |
| 1Y | -12.4% | +29.7% | -42.1% | -24.5% |
| 3Y | +6.3% | +28.3% | -22.0% | -11.5% |
| 5Y | -73.6% | +18.5% | -92.1% | -78.7% |
| All | -73.6% | +15.0% | -88.6% | -78.7% |
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