+73.6%
PAAS vs RJF
+80.1%
-6.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | +8.8% | +3.4% | +5.4% | +8.2% |
| 30D | -8.5% | +5.9% | -14.4% | -9.5% |
| 3M | -17.0% | -4.6% | -12.4% | -16.3% |
| 6M | -27.9% | +9.5% | -37.4% | -29.2% |
| YTD | -17.5% | +6.0% | -23.4% | -18.7% |
| 1Y | +22.8% | +4.3% | +18.5% | +21.3% |
| 3Y | +224.2% | +76.6% | +147.6% | +186.4% |
| 5Y | +73.6% | +80.6% | -6.9% | +49.2% |
| All | +73.6% | +80.1% | -6.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling