+3,280.0%
PFE vs RJF
+49,848.3%
-46,568.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | +1.8% | -0.6% | +2.3% | +1.9% |
| 30D | +10.2% | -1.3% | +11.5% | +10.4% |
| 3M | +12.7% | +18.9% | -6.2% | +8.4% |
| 6M | +10.5% | +15.0% | -4.5% | +6.9% |
| YTD | +20.2% | +12.2% | +7.9% | +16.5% |
| 1Y | +24.1% | +5.6% | +18.4% | +21.7% |
| 3Y | -3.6% | +74.9% | -78.4% | -16.3% |
| 5Y | -20.9% | +106.6% | -127.5% | -35.0% |
| 10Y | +35.8% | +433.1% | -397.2% | -12.5% |
| All | +3,280.0% | +49,848.3% | -46,568.3% | +703.5% |
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