+18.9%
PFE vs RJF
+3.4%
+15.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | +3.1% | +6.7% | -3.6% | +2.4% |
| 3M | +11.2% | -7.3% | +18.5% | +11.9% |
| 6M | +15.0% | +9.8% | +5.3% | +13.9% |
| YTD | +23.5% | +5.6% | +17.9% | +20.0% |
| 1Y | +18.9% | +2.3% | +16.6% | +16.9% |
| All | +18.9% | +3.4% | +15.5% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling