+38.0%
PEG vs RJF
+101.5%
-63.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -0.9% | -4.2% | +3.3% | -0.1% |
| 30D | -2.8% | -3.6% | +0.9% | -2.1% |
| 3M | -6.9% | +15.6% | -22.6% | -9.8% |
| 6M | -11.4% | +17.6% | -29.0% | -14.6% |
| YTD | -7.4% | +9.2% | -16.6% | -9.7% |
| 1Y | -8.3% | +5.5% | -13.8% | -9.9% |
| 3Y | +31.5% | +70.3% | -38.8% | +14.5% |
| 5Y | +38.0% | +106.0% | -68.1% | +18.0% |
| All | +38.0% | +101.5% | -63.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling