+173.0%
PCAR vs RJF
+107.7%
+65.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -6.2% | -1.3% | -5.0% | -5.8% |
| 3M | +5.9% | +18.9% | -13.0% | -2.3% |
| 6M | +0.4% | +15.0% | -14.6% | -6.3% |
| YTD | +14.8% | +12.2% | +2.6% | +7.8% |
| 1Y | +30.1% | +5.6% | +24.5% | +25.5% |
| 3Y | +66.7% | +74.9% | -8.2% | +26.0% |
| All | +173.0% | +107.7% | +65.3% | +80.7% |
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