+243.8%
PFG vs RJF
+429.3%
-185.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.4% | -2.7% | +2.3% | +1.6% |
| 30D | +2.9% | -4.3% | +7.1% | +6.3% |
| 3M | +6.7% | +15.7% | -9.0% | -4.7% |
| 6M | +33.8% | +17.8% | +16.0% | +17.3% |
| YTD | +35.0% | +9.2% | +25.8% | +24.6% |
| 1Y | +46.4% | +2.8% | +43.6% | +40.8% |
| 3Y | +71.7% | +69.5% | +2.2% | +8.6% |
| 5Y | +113.7% | +105.9% | +7.7% | +12.3% |
| All | +243.8% | +429.3% | -185.5% | -6.1% |
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