+363.2%
PFGC vs RJF
+326.9%
+36.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | +3.4% | +3.6% | -0.2% | +1.3% |
| 30D | +16.9% | +7.2% | +9.7% | +12.5% |
| 3M | +6.4% | -6.5% | +12.9% | +10.4% |
| 6M | +16.0% | +10.3% | +5.7% | +8.6% |
| YTD | +23.6% | +6.5% | +17.1% | +16.9% |
| 1Y | +16.6% | +6.1% | +10.5% | +10.2% |
| 3Y | +82.3% | +74.9% | +7.4% | +23.3% |
| 5Y | +138.7% | +81.3% | +57.4% | +52.8% |
| All | +363.2% | +326.9% | +36.3% | +100.2% |
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