+3.4%
PEP vs RJF
+101.5%
-98.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.4% | -4.2% | +2.8% | -0.9% |
| 30D | -0.2% | -3.6% | +3.4% | +0.1% |
| 3M | -4.3% | +15.6% | -19.9% | -5.8% |
| 6M | -13.2% | +17.6% | -30.8% | -14.7% |
| YTD | -1.9% | +9.2% | -11.1% | -3.1% |
| 1Y | -0.3% | +5.5% | -5.9% | -1.2% |
| 3Y | -13.6% | +70.3% | -83.9% | -20.8% |
| 5Y | +3.4% | +106.0% | -102.6% | -8.4% |
| All | +3.4% | +101.5% | -98.1% | -8.4% |
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 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