+330.8%
PBF vs RJF
+782.0%
-451.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | 0.0% |
| 7D | +4.3% | -0.6% | +4.9% | +4.6% |
| 30D | +22.0% | -1.3% | +23.2% | +23.3% |
| 3M | +74.5% | +18.9% | +55.6% | +49.8% |
| 6M | +67.7% | +15.0% | +52.6% | +45.5% |
| YTD | +179.2% | +12.2% | +167.0% | +145.2% |
| 1Y | +170.0% | +5.6% | +164.4% | +147.7% |
| 3Y | +66.4% | +74.9% | -8.5% | -5.8% |
| 5Y | +764.5% | +106.6% | +657.8% | +295.1% |
| 10Y | +358.5% | +433.1% | -74.5% | +7.6% |
| All | +330.8% | +782.0% | -451.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling