+109.5%
PENG vs RJF
+7.8%
+101.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.8% |
| 30D | -7.1% | -1.3% | -5.9% | -6.6% |
| 3M | -27.3% | +18.9% | -46.1% | -35.5% |
| 6M | +169.6% | +15.0% | +154.5% | +143.5% |
| YTD | +164.6% | +12.2% | +152.4% | +141.3% |
| 1Y | +109.5% | +5.6% | +103.8% | +95.9% |
| All | +109.5% | +7.8% | +101.6% | +95.9% |
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