-12.5%
PEP vs RJF
+76.7%
-89.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -0.5% | +18.0% | -18.5% | -1.1% |
| 6M | -11.3% | +17.0% | -28.3% | -11.8% |
| YTD | -0.6% | +11.1% | -11.7% | -1.1% |
| 1Y | +1.7% | +8.0% | -6.3% | +1.2% |
| 3Y | -12.5% | +73.3% | -85.8% | -16.1% |
| All | -12.5% | +76.7% | -89.1% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling