+83.0%
PL vs RJF
+120.7%
-37.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.1% |
| 7D | -9.3% | -0.6% | -8.7% | -9.1% |
| 30D | -18.9% | -1.3% | -17.7% | -18.6% |
| 3M | -58.4% | +18.9% | -77.3% | -64.0% |
| 6M | -30.3% | +15.0% | -45.3% | -38.6% |
| YTD | -8.1% | +12.2% | -20.3% | -17.6% |
| 1Y | +180.5% | +5.6% | +174.9% | +163.1% |
| 3Y | +444.1% | +74.9% | +369.3% | +255.7% |
| 5Y | +83.0% | +106.6% | -23.6% | +16.0% |
| All | +83.0% | +120.7% | -37.7% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling