+44.8%
PL vs RJF
+107.6%
-62.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +13.4% | -0.9% | +14.3% | +14.4% |
| 30D | -10.2% | +5.3% | -15.5% | -13.6% |
| 3M | -39.5% | -6.8% | -32.7% | -36.8% |
| 6M | -65.7% | +11.4% | -77.2% | -69.2% |
| YTD | -27.3% | +5.5% | -32.8% | -32.2% |
| 1Y | +15.0% | +3.7% | +11.3% | +8.7% |
| 3Y | +560.8% | +73.4% | +487.4% | +333.2% |
| 5Y | +38.4% | +78.3% | -39.9% | -8.7% |
| All | +44.8% | +107.6% | -62.8% | -4.7% |
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