+124.7%
PENG vs RJF
+7.8%
+116.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.3% | -13.4% | -10.2% |
| 7D | -20.5% | +7.2% | -27.6% | -22.1% |
| 30D | -20.4% | +4.9% | -25.3% | -21.4% |
| 3M | -16.4% | -5.5% | -10.9% | -13.4% |
| 6M | +49.2% | +8.0% | +41.3% | +41.9% |
| YTD | +147.2% | +6.2% | +141.0% | +129.7% |
| 1Y | +124.7% | +7.8% | +116.9% | +106.9% |
| All | +124.7% | +7.8% | +116.9% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling