+32.9%
PL vs RJF
+79.5%
-46.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +22.3% | +1.5% | +20.8% | +21.0% |
| 30D | -8.3% | +6.7% | -15.0% | -13.0% |
| 3M | -43.3% | -7.3% | -35.9% | -40.4% |
| 6M | -65.8% | +9.8% | -75.6% | -69.2% |
| YTD | -29.5% | +5.6% | -35.2% | -34.8% |
| 1Y | +11.7% | +2.3% | +9.5% | +6.3% |
| 3Y | +540.6% | +73.6% | +467.0% | +298.2% |
| 5Y | +32.9% | +79.9% | -47.0% | -20.7% |
| All | +32.9% | +79.5% | -46.6% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling