+89.8%
PCG vs RJF
+47,070.7%
-46,980.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.8% |
| 7D | -1.1% | +3.4% | -4.4% | -1.6% |
| 30D | +0.1% | +5.9% | -5.9% | -0.9% |
| 3M | -24.4% | -4.6% | -19.8% | -24.0% |
| 6M | -17.7% | +9.5% | -27.1% | -19.2% |
| YTD | -17.4% | +6.0% | -23.4% | -18.7% |
| 1Y | -19.4% | +4.3% | -23.7% | -20.5% |
| 3Y | -18.6% | +76.6% | -95.2% | -27.0% |
| 5Y | +10.2% | +80.6% | -70.4% | -2.1% |
| 10Y | -76.7% | +346.5% | -423.2% | -82.2% |
| All | +89.8% | +47,070.7% | -46,980.9% | -7.0% |
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