+988.7%
PFG vs RJF
+2,703.0%
-1,714.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.4% |
| 7D | +5.5% | -0.6% | +6.1% | +6.1% |
| 30D | +2.4% | -1.3% | +3.6% | +3.3% |
| 3M | +13.6% | +18.9% | -5.3% | -0.5% |
| 6M | +27.9% | +15.0% | +12.8% | +14.3% |
| YTD | +35.6% | +12.2% | +23.3% | +22.7% |
| 1Y | +48.5% | +5.6% | +42.8% | +39.9% |
| 3Y | +66.9% | +74.9% | -8.0% | +4.8% |
| 5Y | +111.0% | +106.6% | +4.3% | +14.3% |
| 10Y | +244.5% | +433.1% | -188.6% | -10.7% |
| All | +988.7% | +2,703.0% | -1,714.2% | +0.9% |
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 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