+160.1%
PM vs RJF
+80.1%
+80.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -7.1% | -0.9% | -6.1% | -6.9% |
| 30D | -2.8% | +5.3% | -8.1% | -3.6% |
| 3M | +6.3% | -6.8% | +13.2% | +7.4% |
| 6M | +9.6% | +11.4% | -1.8% | +7.6% |
| YTD | +25.6% | +5.5% | +20.0% | +24.0% |
| 1Y | +29.7% | +3.7% | +26.0% | +28.3% |
| 3Y | +147.6% | +73.4% | +74.1% | +115.8% |
| 5Y | +160.1% | +78.3% | +81.8% | +121.3% |
| All | +160.1% | +80.1% | +80.0% | +121.3% |
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