+1,269.9%
PAAS vs RJF
+10,909.1%
-9,639.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +6.8% | -1.3% | +8.0% | +6.9% |
| 3M | -2.9% | +18.9% | -21.8% | -5.3% |
| 6M | -16.4% | +15.0% | -31.5% | -18.2% |
| YTD | 0.0% | +12.2% | -12.2% | -1.8% |
| 1Y | +54.3% | +5.6% | +48.7% | +52.7% |
| 3Y | +230.7% | +74.9% | +155.8% | +202.6% |
| 5Y | +111.6% | +106.6% | +5.0% | +87.3% |
| 10Y | +211.7% | +433.1% | -221.3% | +133.1% |
| All | +1,269.9% | +10,909.1% | -9,639.2% | +592.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling