+134.5%
PH vs RJF
+76.6%
+57.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | +4.3% | +3.6% | +0.8% | +2.5% |
| 30D | +0.1% | +7.2% | -7.1% | -3.7% |
| 3M | -9.4% | -6.5% | -2.9% | -6.3% |
| 6M | +8.8% | +10.3% | -1.5% | +2.2% |
| YTD | +9.6% | +6.5% | +3.1% | +3.6% |
| 1Y | +14.4% | +6.1% | +8.3% | +8.2% |
| 3Y | +134.5% | +74.9% | +59.6% | +61.3% |
| All | +134.5% | +76.6% | +57.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling