-0.4%
PL vs RJF
+7.8%
-8.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -6.9% |
| 7D | -11.7% | +7.2% | -18.9% | -12.6% |
| 30D | -27.1% | +4.9% | -32.0% | -27.6% |
| 3M | -44.6% | -5.5% | -39.1% | -43.7% |
| 6M | -67.2% | +8.0% | -75.1% | -67.5% |
| YTD | -35.9% | +6.2% | -42.0% | -35.7% |
| 1Y | -0.4% | +7.8% | -8.2% | -6.1% |
| All | -0.4% | +7.8% | -8.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling