+797.8%
PH vs RJF
+429.3%
+368.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | -2.7% | +1.4% | +0.5% |
| 30D | -11.0% | -4.3% | -6.7% | -8.4% |
| 3M | +5.5% | +15.7% | -10.2% | -4.8% |
| 6M | +1.5% | +17.8% | -16.3% | -9.9% |
| YTD | +8.8% | +9.2% | -0.4% | +0.6% |
| 1Y | +24.5% | +2.8% | +21.7% | +19.5% |
| 3Y | +141.2% | +69.5% | +71.7% | +62.2% |
| 5Y | +256.3% | +105.9% | +150.4% | +102.2% |
| All | +797.8% | +429.3% | +368.6% | +168.4% |
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 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