+116.1%
PAAS vs RJF
+105.7%
+10.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +8.2% | +18.0% | -9.7% | +4.8% |
| 6M | -13.8% | +17.0% | -30.8% | -16.5% |
| YTD | -0.6% | +11.1% | -11.8% | -2.9% |
| 1Y | +44.0% | +8.0% | +36.0% | +41.3% |
| 3Y | +246.6% | +73.3% | +173.3% | +208.2% |
| 5Y | +116.1% | +107.4% | +8.7% | +90.9% |
| All | +116.1% | +105.7% | +10.4% | +90.9% |
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