+17.8%
PFE vs RJF
+74.9%
-57.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | -4.7% | +3.4% | -8.1% | -5.1% |
| 30D | +3.4% | +5.9% | -2.6% | +2.6% |
| 3M | +9.2% | -4.6% | +13.9% | +9.8% |
| 6M | +15.8% | +9.5% | +6.3% | +14.4% |
| YTD | +23.4% | +6.0% | +17.5% | +22.0% |
| 1Y | +25.8% | +4.3% | +21.5% | +24.5% |
| 3Y | +17.8% | +76.6% | -58.7% | +7.9% |
| All | +17.8% | +74.9% | -57.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling