+106.6%
PCAR vs RJF
+73.7%
+33.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | +0.1% | +3.6% | -3.5% | -1.5% |
| 30D | -4.6% | +3.5% | -8.1% | -6.1% |
| 3M | -22.6% | -8.9% | -13.7% | -19.5% |
| 6M | -12.0% | +2.9% | -14.8% | -13.5% |
| YTD | -6.1% | +2.8% | -8.9% | -8.4% |
| 1Y | +6.3% | +2.7% | +3.7% | +3.7% |
| 3Y | +31.8% | +69.3% | -37.5% | +1.1% |
| All | +106.6% | +73.7% | +33.0% | +50.2% |
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 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