+26.8%
PL vs RJF
+102.3%
-75.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.2% | +11.6% | +11.2% |
| 7D | -6.8% | +3.6% | -10.4% | -9.4% |
| 30D | -29.3% | +3.5% | -32.8% | -31.4% |
| 3M | -44.8% | -8.9% | -35.9% | -41.6% |
| 6M | -68.4% | +2.9% | -71.3% | -69.9% |
| YTD | -36.4% | +2.8% | -39.2% | -39.7% |
| 1Y | +0.7% | +2.7% | -1.9% | -4.6% |
| 3Y | +455.3% | +69.3% | +386.0% | +269.6% |
| 5Y | +22.7% | +75.0% | -52.4% | -17.7% |
| All | +26.8% | +102.3% | -75.5% | -15.2% |
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