+56.0%
PBF vs RJF
+76.7%
-20.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.7% |
| 7D | +2.4% | +1.8% | +0.6% | +1.5% |
| 30D | +24.9% | 0.0% | +24.9% | +24.9% |
| 3M | +81.9% | +18.0% | +63.9% | +68.1% |
| 6M | +79.4% | +17.0% | +62.4% | +65.3% |
| YTD | +188.3% | +11.1% | +177.2% | +171.6% |
| 1Y | +177.3% | +8.0% | +169.3% | +164.5% |
| 3Y | +56.0% | +73.3% | -17.3% | +15.1% |
| All | +56.0% | +76.7% | -20.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling