+1,747.8%
PLD vs RJF
+3,620.9%
-1,873.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | 0.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -2.4% | -1.3% | -1.2% | -2.0% |
| 3M | -3.8% | +18.9% | -22.7% | -11.4% |
| 6M | 0.0% | +15.0% | -15.0% | -6.8% |
| YTD | +9.2% | +12.2% | -3.0% | +2.2% |
| 1Y | +25.9% | +5.6% | +20.3% | +20.8% |
| 3Y | +21.3% | +74.9% | -53.6% | -9.5% |
| 5Y | +14.1% | +106.6% | -92.5% | -23.3% |
| 10Y | +237.9% | +433.1% | -195.2% | +31.6% |
| All | +1,747.8% | +3,620.9% | -1,873.1% | +290.4% |
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 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