+250.9%
PBF vs RJF
+326.9%
-76.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.3% |
| 7D | +6.5% | +3.6% | +2.9% | +3.1% |
| 30D | -20.0% | +7.2% | -27.2% | -25.4% |
| 3M | -3.3% | -6.5% | +3.2% | +1.8% |
| 6M | +76.8% | +10.3% | +66.5% | +58.0% |
| YTD | +168.9% | +6.5% | +162.4% | +142.1% |
| 1Y | +96.4% | +6.1% | +90.2% | +76.9% |
| 3Y | +77.2% | +74.9% | +2.3% | -7.3% |
| 5Y | +417.7% | +81.3% | +336.4% | +135.9% |
| All | +250.9% | +326.9% | -76.0% | -22.1% |
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