+79.1%
PEP vs RJF
+428.4%
-349.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +0.3% | -2.0% | +2.3% | +0.7% |
| 3M | -3.2% | +16.3% | -19.6% | -6.2% |
| 6M | -13.6% | +16.9% | -30.5% | -16.5% |
| YTD | -1.9% | +10.4% | -12.3% | -4.3% |
| 1Y | -0.6% | +7.4% | -8.0% | -2.8% |
| 3Y | -13.6% | +72.2% | -85.8% | -25.4% |
| 5Y | +3.2% | +105.1% | -101.9% | -16.6% |
| 10Y | +79.1% | +430.9% | -351.9% | +16.6% |
| All | +79.1% | +428.4% | -349.4% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling