+3,344.9%
PEP vs RJF
+47,306.9%
-43,961.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +2.9% | +3.6% | -0.7% | +2.4% |
| 30D | +12.5% | +7.2% | +5.3% | +11.3% |
| 3M | +4.5% | -6.5% | +11.0% | +5.5% |
| 6M | -0.5% | +10.3% | -10.8% | -2.1% |
| YTD | +4.4% | +6.5% | -2.1% | +3.0% |
| 1Y | +4.4% | +6.1% | -1.8% | +2.9% |
| 3Y | -3.4% | +74.9% | -78.3% | -12.5% |
| 5Y | +5.2% | +81.3% | -76.2% | -6.4% |
| 10Y | +92.1% | +332.3% | -240.2% | +46.6% |
| All | +3,344.9% | +47,306.9% | -43,961.9% | +990.5% |
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