+116.1%
PG vs RJF
+429.3%
-313.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | -0.3% |
| 30D | +0.8% | -4.3% | +5.1% | +1.5% |
| 3M | -1.3% | +15.7% | -17.1% | -3.8% |
| 6M | -3.8% | +17.8% | -21.6% | -6.7% |
| YTD | +3.6% | +9.2% | -5.5% | +1.6% |
| 1Y | -5.7% | +2.8% | -8.5% | -6.7% |
| 3Y | +1.6% | +69.5% | -67.9% | -10.1% |
| 5Y | +14.6% | +105.9% | -91.3% | -4.6% |
| All | +116.1% | +429.3% | -313.1% | +46.8% |
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