+113.5%
PFGC vs RJF
+101.5%
+12.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -4.8% | -4.2% | -0.7% | -2.8% |
| 30D | -17.2% | -3.6% | -13.6% | -15.8% |
| 3M | -6.3% | +15.6% | -22.0% | -13.4% |
| 6M | +8.8% | +17.6% | -8.8% | -0.7% |
| YTD | +4.9% | +9.2% | -4.3% | -1.2% |
| 1Y | -9.5% | +5.5% | -15.0% | -13.5% |
| 3Y | +59.6% | +70.3% | -10.7% | +13.0% |
| 5Y | +113.5% | +106.0% | +7.5% | +23.3% |
| All | +113.5% | +101.5% | +12.0% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling