+801.9%
PBF vs RJF
+106.2%
+695.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | -0.3% | +1.6% | +1.5% |
| 30D | +15.8% | -2.0% | +17.9% | +17.1% |
| 3M | +90.3% | +16.3% | +73.9% | +74.2% |
| 6M | +102.8% | +16.9% | +85.9% | +83.1% |
| YTD | +187.3% | +10.4% | +176.9% | +167.2% |
| 1Y | +161.8% | +7.4% | +154.4% | +146.6% |
| 3Y | +55.5% | +72.2% | -16.8% | +7.4% |
| 5Y | +801.9% | +105.1% | +696.8% | +383.6% |
| All | +801.9% | +106.2% | +695.7% | +383.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling