-77.0%
PLTD vs RJF
+11.9%
-88.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +1.6% |
| 7D | +4.5% | +1.8% | +2.8% | +6.1% |
| 30D | -0.7% | 0.0% | -0.7% | -0.4% |
| 3M | -31.0% | +18.0% | -49.0% | -20.8% |
| 6M | -24.8% | +17.0% | -41.8% | -13.9% |
| YTD | -18.6% | +11.1% | -29.7% | -9.8% |
| 1Y | -31.8% | +8.0% | -39.8% | -26.2% |
| All | -77.0% | +11.9% | -88.9% | -68.2% |
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 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