+367.9%
PCAR vs RJF
+428.4%
-60.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -6.9% | -2.0% | -4.9% | -6.1% |
| 3M | +2.1% | +16.3% | -14.2% | -5.2% |
| 6M | +1.6% | +16.9% | -15.3% | -6.2% |
| YTD | +12.2% | +10.4% | +1.8% | +5.9% |
| 1Y | +28.0% | +7.4% | +20.6% | +22.3% |
| 3Y | +61.0% | +72.2% | -11.2% | +21.0% |
| 5Y | +163.9% | +105.1% | +58.8% | +77.6% |
| 10Y | +367.9% | +430.9% | -63.0% | +82.2% |
| All | +367.9% | +428.4% | -60.5% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling