+48.5%
PFE vs RJF
+323.5%
-275.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +3.1% | +6.7% | -3.6% | +1.5% |
| 3M | +11.2% | -7.3% | +18.5% | +13.0% |
| 6M | +15.0% | +9.8% | +5.3% | +12.2% |
| YTD | +23.5% | +5.6% | +17.9% | +21.0% |
| 1Y | +18.9% | +2.3% | +16.6% | +17.4% |
| 3Y | +18.7% | +73.6% | -54.9% | +0.9% |
| 5Y | -24.0% | +79.9% | -103.9% | -37.6% |
| All | +48.5% | +323.5% | -275.0% | -4.0% |
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