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  • PEGA vs RJF✓SelectedUSD · RJFPEGA vs RJF performance historyLatest closeAs of-4.18%09/08
Stock and ETF performance explorer

PEGA vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,167.2%
RJF return
+9,660.9%
Excess return
-8,493.7%
Maximum drawdown
-94.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-4.2%-1.0%-3.2%-3.8%
7D-2.4%+1.8%-4.2%-3.1%
30D+9.6%0.0%+9.6%+9.5%
3M+2.3%+18.0%-15.6%-4.6%
6M-23.9%+17.0%-40.9%-29.0%
YTD-39.8%+11.1%-50.9%-42.8%
1Y-37.4%+8.0%-45.4%-39.8%
3Y+53.1%+73.3%-20.1%+21.2%
5Y-47.2%+107.4%-154.7%-61.4%
10Y+174.3%+428.5%-254.1%+31.7%
All+1,167.2%+9,660.9%-8,493.7%+45.3%

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