-19.6%
PCG vs RJF
+4.1%
-23.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.3% |
| 7D | -1.1% | +3.4% | -4.4% | -1.0% |
| 30D | +0.1% | +5.9% | -5.9% | +0.2% |
| 3M | -24.4% | -4.6% | -19.8% | -24.5% |
| 6M | -17.7% | +9.5% | -27.1% | -17.9% |
| YTD | -17.4% | +6.0% | -23.4% | -18.4% |
| All | -19.6% | +4.1% | -23.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling