-75.2%
PCG vs RJF
+428.9%
-504.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | +5.4% | +1.8% | +3.6% | +4.7% |
| 30D | -15.1% | 0.0% | -15.1% | -15.3% |
| 3M | -9.8% | +18.0% | -27.8% | -15.5% |
| 6M | -18.0% | +17.0% | -35.0% | -23.2% |
| YTD | -7.2% | +11.1% | -18.4% | -11.9% |
| 1Y | +2.9% | +8.0% | -5.1% | -1.5% |
| 3Y | -11.1% | +73.3% | -84.4% | -30.5% |
| 5Y | +61.8% | +107.4% | -45.6% | +15.1% |
| 10Y | -75.2% | +428.5% | -503.6% | -85.9% |
| All | -75.2% | +428.9% | -504.0% | -85.9% |
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 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