-34.6%
PLTD vs RJF
+9.0%
-43.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.9% |
| 7D | -1.6% | -0.9% | -0.6% | -1.6% |
| 30D | +18.5% | +5.3% | +13.1% | +20.0% |
| 3M | -2.4% | -6.8% | +4.4% | -6.4% |
| 6M | -34.6% | +11.4% | -46.0% | -32.1% |
| All | -34.6% | +9.0% | -43.6% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling