+185.5%
PAAS vs RJF
+343.7%
-158.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | +4.2% | +4.0% | +0.2% | +3.7% |
| 30D | -13.8% | +6.1% | -19.9% | -14.5% |
| 3M | -22.7% | -5.8% | -16.9% | -22.1% |
| 6M | -32.1% | +9.7% | -41.8% | -33.0% |
| YTD | -22.3% | +6.2% | -28.5% | -23.1% |
| 1Y | +7.7% | +5.3% | +2.4% | +6.7% |
| 3Y | +214.0% | +74.4% | +139.6% | +190.8% |
| 5Y | +63.2% | +81.6% | -18.4% | +49.9% |
| 10Y | +185.5% | +333.6% | -148.0% | +147.1% |
| All | +185.5% | +343.7% | -158.2% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling