+51.4%
PYPL vs JBHT
+272.6%
-221.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.1% |
| 7D | +2.7% | +4.9% | -2.2% | +0.8% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | +28.9% | -3.2% | +32.1% | +29.7% |
| 6M | +18.2% | +17.0% | +1.3% | +9.3% |
| YTD | -5.0% | +41.7% | -46.7% | -19.6% |
| 1Y | -18.8% | +90.0% | -108.8% | -40.5% |
| 3Y | -12.6% | +47.0% | -59.6% | -29.8% |
| 5Y | -80.8% | +58.3% | -139.1% | -85.4% |
| 10Y | +49.9% | +273.9% | -224.0% | -29.1% |
| All | +51.4% | +272.6% | -221.2% | -29.2% |
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