+669.7%
PENG vs RJF
+318.5%
+351.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.5% |
| 7D | +4.5% | -0.6% | +5.1% | +4.9% |
| 30D | -7.1% | -1.3% | -5.9% | -6.5% |
| 3M | -27.3% | +18.9% | -46.1% | -36.5% |
| 6M | +169.6% | +15.0% | +154.5% | +141.5% |
| YTD | +164.6% | +12.2% | +152.4% | +140.8% |
| 1Y | +109.5% | +5.6% | +103.8% | +98.4% |
| 3Y | +98.9% | +74.9% | +24.1% | +31.0% |
| 5Y | +116.3% | +106.6% | +9.6% | +23.6% |
| All | +669.7% | +318.5% | +351.1% | +208.9% |
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 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