-76.3%
PCG vs RJF
+323.1%
-399.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -0.5% | +5.3% | -5.8% | -2.4% |
| 3M | -24.0% | -6.8% | -17.1% | -22.3% |
| 6M | -18.6% | +11.4% | -30.0% | -22.5% |
| YTD | -17.7% | +5.5% | -23.2% | -20.6% |
| 1Y | -20.0% | +3.7% | -23.7% | -22.4% |
| 3Y | -20.2% | +73.4% | -93.7% | -38.2% |
| 5Y | +8.4% | +78.3% | -70.0% | -19.1% |
| All | -76.3% | +323.1% | -399.4% | -86.6% |
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