+90.1%
PEP vs RJF
+334.0%
-243.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +13.6% | +5.3% | +8.3% | +12.4% |
| 3M | +5.1% | -6.8% | +11.9% | +6.5% |
| 6M | -1.6% | +11.4% | -13.0% | -4.0% |
| YTD | +3.3% | +5.5% | -2.2% | +1.5% |
| 1Y | +3.2% | +3.7% | -0.4% | +1.7% |
| 3Y | -3.9% | +73.4% | -77.3% | -17.5% |
| 5Y | +4.0% | +78.3% | -74.3% | -13.3% |
| 10Y | +90.1% | +328.4% | -238.3% | +28.4% |
| All | +90.1% | +334.0% | -243.9% | +28.4% |
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 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