+105.7%
PCG vs RJF
+49,848.3%
-49,742.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | -13.9% | -0.6% | -13.3% | -13.8% |
| 30D | -16.9% | -1.3% | -15.6% | -16.8% |
| 3M | -14.7% | +18.9% | -33.6% | -17.3% |
| 6M | -23.8% | +15.0% | -38.9% | -25.9% |
| YTD | -10.5% | +12.2% | -22.7% | -12.7% |
| 1Y | -5.1% | +5.6% | -10.7% | -6.6% |
| 3Y | -11.6% | +74.9% | -86.5% | -20.6% |
| 5Y | +59.0% | +106.6% | -47.6% | +38.3% |
| 10Y | -75.7% | +433.1% | -508.8% | -81.9% |
| All | +105.7% | +49,848.3% | -49,742.6% | -0.1% |
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