+3,159.9%
PEP vs RJF
+49,848.3%
-46,688.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +0.2% | -1.3% | +1.5% | +0.4% |
| 3M | -1.1% | +18.9% | -20.0% | -3.7% |
| 6M | -13.5% | +15.0% | -28.5% | -15.4% |
| YTD | -1.2% | +12.2% | -13.4% | -3.2% |
| 1Y | -1.6% | +5.6% | -7.2% | -2.9% |
| 3Y | -12.5% | +74.9% | -87.4% | -20.8% |
| 5Y | +3.0% | +106.6% | -103.6% | -10.0% |
| 10Y | +73.9% | +433.1% | -359.1% | +28.9% |
| All | +3,159.9% | +49,848.3% | -46,688.4% | +924.6% |
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 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