+143.4%
PEG vs RJF
+429.3%
-285.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | -3.7% | -4.3% | +0.5% | -2.8% |
| 3M | -7.3% | +15.7% | -23.0% | -10.6% |
| 6M | -10.5% | +17.8% | -28.3% | -14.3% |
| YTD | -7.5% | +9.2% | -16.7% | -10.2% |
| 1Y | -8.7% | +2.8% | -11.5% | -10.1% |
| 3Y | +31.4% | +69.5% | -38.1% | +12.6% |
| 5Y | +37.8% | +105.9% | -68.2% | +10.3% |
| All | +143.4% | +429.3% | -285.9% | +60.4% |
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