+1,641.2%
PBR vs RJF
+3,125.2%
-1,484.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +17.5% | -2.0% | +19.6% | +18.4% |
| 3M | +20.9% | +16.3% | +4.6% | +10.9% |
| 6M | +20.2% | +16.9% | +3.3% | +9.1% |
| YTD | +84.3% | +10.4% | +73.8% | +70.7% |
| 1Y | +77.1% | +7.4% | +69.7% | +65.7% |
| 3Y | +100.8% | +72.2% | +28.6% | +41.3% |
| 5Y | +556.1% | +105.1% | +451.0% | +305.0% |
| 10Y | +676.1% | +430.9% | +245.1% | +190.2% |
| All | +1,641.2% | +3,125.2% | -1,484.0% | +192.4% |
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