+15,068.3%
PCAR vs RJF
+49,848.3%
-34,780.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +5.9% | +18.9% | -13.0% | -1.6% |
| 6M | +0.4% | +15.0% | -14.6% | -5.7% |
| YTD | +14.8% | +12.2% | +2.6% | +8.5% |
| 1Y | +30.1% | +5.6% | +24.5% | +25.9% |
| 3Y | +66.7% | +74.9% | -8.2% | +29.7% |
| 5Y | +166.1% | +106.6% | +59.5% | +90.0% |
| 10Y | +353.7% | +433.1% | -79.4% | +110.6% |
| All | +15,068.3% | +49,848.3% | -34,780.0% | +1,713.8% |
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