+23,646.7%
PH vs RJF
+46,927.3%
-23,280.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +7.4% | +1.5% | +5.9% | +6.7% |
| 30D | +0.5% | +6.7% | -6.2% | -2.2% |
| 3M | -10.2% | -7.3% | -2.9% | -7.8% |
| 6M | +8.9% | +9.8% | -0.8% | +4.4% |
| YTD | +9.7% | +5.6% | +4.0% | +6.1% |
| 1Y | +12.8% | +2.3% | +10.6% | +10.5% |
| 3Y | +134.6% | +73.6% | +61.0% | +86.9% |
| 5Y | +204.5% | +79.9% | +124.6% | +138.0% |
| 10Y | +697.5% | +328.8% | +368.7% | +356.0% |
| All | +23,646.7% | +46,927.3% | -23,280.6% | +4,911.3% |
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 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