+542.7%
PBR vs RJF
+104.0%
+438.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.4% | -2.7% | +8.1% | +6.1% |
| 30D | +22.9% | -4.3% | +27.1% | +24.2% |
| 3M | +19.6% | +15.7% | +3.9% | +14.1% |
| 6M | +16.5% | +17.8% | -1.3% | +10.0% |
| YTD | +86.7% | +9.2% | +77.5% | +79.6% |
| 1Y | +74.7% | +2.8% | +71.9% | +71.3% |
| 3Y | +102.6% | +69.5% | +33.1% | +60.5% |
| All | +542.7% | +104.0% | +438.6% | +327.3% |
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