+449.1%
PL vs RJF
+75.1%
+374.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | 0.0% |
| 7D | -9.3% | -0.6% | -8.7% | -9.1% |
| 30D | -18.9% | -1.3% | -17.7% | -18.5% |
| 3M | -58.4% | +18.9% | -77.3% | -64.7% |
| 6M | -30.3% | +15.0% | -45.3% | -39.6% |
| YTD | -8.1% | +12.2% | -20.3% | -18.9% |
| 1Y | +180.5% | +5.6% | +174.9% | +161.5% |
| All | +449.1% | +75.1% | +374.0% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling