+43.6%
PENG vs RJF
+73.7%
-30.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.6% | +13.2% |
| 7D | -19.4% | +3.6% | -23.0% | -21.5% |
| 30D | -42.4% | +3.5% | -45.9% | -43.9% |
| 3M | -25.6% | -8.9% | -16.7% | -21.6% |
| 6M | +7.3% | +2.9% | +4.4% | +2.6% |
| YTD | +113.9% | +2.8% | +111.0% | +104.7% |
| 1Y | +93.6% | +2.7% | +90.9% | +85.6% |
| 3Y | +170.2% | +69.3% | +100.9% | +79.3% |
| All | +43.6% | +73.7% | -30.0% | -10.6% |
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