+79.9%
PL vs RJF
+118.6%
-38.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -7.5% | +1.8% | -9.3% | -8.9% |
| 30D | -25.6% | 0.0% | -25.6% | -25.9% |
| 3M | -45.6% | +18.0% | -63.6% | -52.6% |
| 6M | -29.5% | +17.0% | -46.5% | -38.7% |
| YTD | -9.7% | +11.1% | -20.8% | -18.5% |
| 1Y | +84.4% | +8.0% | +76.4% | +69.9% |
| 3Y | +550.0% | +73.3% | +476.7% | +328.4% |
| 5Y | +79.0% | +107.4% | -28.4% | +14.2% |
| All | +79.9% | +118.6% | -38.7% | +14.6% |
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