+419.1%
PFGC vs RJF
+532.4%
-113.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.3% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -11.9% | -1.3% | -10.7% | -11.5% |
| 3M | +5.0% | +18.9% | -13.9% | -4.8% |
| 6M | +8.6% | +15.0% | -6.4% | -0.3% |
| YTD | +9.7% | +12.2% | -2.5% | +1.4% |
| 1Y | -6.3% | +5.6% | -11.9% | -10.8% |
| 3Y | +58.2% | +74.9% | -16.6% | +10.9% |
| 5Y | +110.4% | +106.6% | +3.8% | +31.4% |
| 10Y | +272.8% | +433.1% | -160.3% | +59.9% |
| All | +419.1% | +532.4% | -113.3% | +132.4% |
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