+61.8%
PCAR vs RJF
+76.7%
-14.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | 0.0% | +1.8% | -1.7% | -0.7% |
| 30D | -7.7% | 0.0% | -7.7% | -7.8% |
| 3M | +3.7% | +18.0% | -14.3% | -3.7% |
| 6M | +2.3% | +17.0% | -14.7% | -4.9% |
| YTD | +12.8% | +11.1% | +1.7% | +6.5% |
| 1Y | +27.8% | +8.0% | +19.8% | +22.2% |
| 3Y | +61.8% | +73.3% | -11.5% | +29.9% |
| All | +61.8% | +76.7% | -14.9% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling