+959.5%
PFG vs RJF
+2,560.3%
-1,600.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +2.4% | +3.6% | -1.2% | -0.2% |
| 30D | +5.9% | +7.2% | -1.4% | +0.5% |
| 3M | -0.4% | -6.5% | +6.1% | +4.5% |
| 6M | +14.8% | +10.3% | +4.5% | +6.1% |
| YTD | +31.9% | +6.5% | +25.4% | +24.0% |
| 1Y | +38.8% | +6.1% | +32.7% | +30.6% |
| 3Y | +82.4% | +74.9% | +7.5% | +14.6% |
| 5Y | +94.7% | +81.3% | +13.4% | +16.3% |
| 10Y | +187.0% | +332.3% | -145.3% | -12.7% |
| All | +959.5% | +2,560.3% | -1,600.8% | +2.0% |
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