+1,670.4%
PLD vs RJF
+3,414.0%
-1,743.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +1.4% |
| 7D | +0.7% | +3.4% | -2.7% | -0.8% |
| 30D | +0.8% | +5.9% | -5.1% | -1.9% |
| 3M | -6.1% | -4.6% | -1.5% | -4.4% |
| 6M | -8.0% | +9.5% | -17.5% | -12.3% |
| YTD | +4.7% | +6.0% | -1.3% | +0.4% |
| 1Y | +7.2% | +4.3% | +2.9% | +3.3% |
| 3Y | +39.2% | +76.6% | -37.4% | +3.3% |
| 5Y | +1.9% | +80.6% | -78.7% | -27.1% |
| 10Y | +256.8% | +346.5% | -89.7% | +51.6% |
| All | +1,670.4% | +3,414.0% | -1,743.6% | +283.2% |
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 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