+170.0%
PBF vs RJF
+7.8%
+162.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +22.0% | -1.3% | +23.2% | +22.0% |
| 3M | +74.5% | +18.9% | +55.6% | +70.9% |
| 6M | +67.7% | +15.0% | +52.6% | +67.6% |
| YTD | +179.2% | +12.2% | +167.0% | +178.6% |
| 1Y | +170.0% | +5.6% | +164.4% | +172.1% |
| All | +170.0% | +7.8% | +162.2% | +172.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling