+485.1%
PFGC vs RJF
+500.2%
-15.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +3.4% | +3.6% | -0.2% | +1.5% |
| 30D | +16.9% | +7.2% | +9.7% | +12.8% |
| 3M | +6.4% | -6.5% | +12.9% | +10.1% |
| 6M | +16.0% | +10.3% | +5.7% | +9.2% |
| YTD | +23.6% | +6.5% | +17.1% | +17.5% |
| 1Y | +16.6% | +6.1% | +10.5% | +10.8% |
| 3Y | +82.3% | +74.9% | +7.4% | +28.1% |
| 5Y | +138.7% | +81.3% | +57.4% | +60.4% |
| 10Y | +352.8% | +332.3% | +20.5% | +105.0% |
| All | +485.1% | +500.2% | -15.1% | +169.4% |
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