+67.4%
PENG vs RJF
+79.5%
-12.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +34.6% | +1.5% | +33.1% | +33.3% |
| 30D | -35.9% | +6.7% | -42.7% | -38.8% |
| 3M | -14.7% | -7.3% | -7.3% | -10.8% |
| 6M | +13.5% | +9.8% | +3.8% | +4.0% |
| YTD | +156.1% | +5.6% | +150.5% | +141.2% |
| 1Y | +141.3% | +2.3% | +139.1% | +132.8% |
| 3Y | +223.4% | +73.6% | +149.8% | +111.6% |
| 5Y | +67.4% | +79.9% | -12.5% | +2.4% |
| All | +67.4% | +79.5% | -12.1% | +2.4% |
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 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