+211.8%
PM vs RJF
+428.4%
-216.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -0.2% | -2.0% | +1.9% | +0.3% |
| 3M | +4.9% | +16.3% | -11.4% | +0.9% |
| 6M | +9.0% | +16.9% | -7.9% | +4.5% |
| YTD | +17.8% | +10.4% | +7.3% | +14.1% |
| 1Y | +16.8% | +7.4% | +9.4% | +13.8% |
| 3Y | +125.4% | +72.2% | +53.2% | +88.7% |
| 5Y | +128.7% | +105.1% | +23.6% | +77.5% |
| 10Y | +211.8% | +430.9% | -219.1% | +93.0% |
| All | +211.8% | +428.4% | -216.6% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling