+341.8%
PBF vs RJF
+429.3%
-87.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +5.3% | -2.7% | +8.0% | +7.9% |
| 30D | +11.7% | -4.3% | +16.0% | +16.1% |
| 3M | +91.1% | +15.7% | +75.4% | +65.6% |
| 6M | +88.4% | +17.8% | +70.6% | +57.3% |
| YTD | +194.1% | +9.2% | +184.9% | +160.9% |
| 1Y | +180.4% | +2.8% | +177.6% | +161.4% |
| 3Y | +59.3% | +69.5% | -10.1% | -13.8% |
| 5Y | +816.3% | +105.9% | +710.3% | +267.9% |
| All | +341.8% | +429.3% | -87.5% | -21.7% |
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