+1,664.3%
PLD vs RJF
+3,420.5%
-1,756.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.8% | +4.0% | -3.2% | -1.0% |
| 30D | +0.5% | +6.1% | -5.7% | -2.3% |
| 3M | -5.5% | -5.8% | +0.3% | -3.2% |
| 6M | -8.3% | +9.7% | -18.0% | -12.7% |
| YTD | +4.3% | +6.2% | -1.9% | -0.1% |
| 1Y | +7.4% | +5.3% | +2.1% | +3.1% |
| 3Y | +37.1% | +74.4% | -37.4% | +2.2% |
| 5Y | +1.3% | +81.6% | -80.2% | -27.7% |
| 10Y | +267.4% | +333.6% | -66.1% | +58.5% |
| All | +1,664.3% | +3,420.5% | -1,756.2% | +281.6% |
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