+763.1%
PM vs RJF
+1,722.4%
-959.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -3.4% | -1.3% | -2.1% | -3.2% |
| 3M | +5.2% | +18.9% | -13.7% | +1.2% |
| 6M | +3.7% | +15.0% | -11.3% | +0.3% |
| YTD | +15.8% | +12.2% | +3.6% | +12.3% |
| 1Y | +17.4% | +5.6% | +11.7% | +15.1% |
| 3Y | +116.9% | +74.9% | +42.1% | +87.2% |
| 5Y | +117.3% | +106.6% | +10.7% | +77.8% |
| 10Y | +193.8% | +433.1% | -239.3% | +88.7% |
| All | +763.1% | +1,722.4% | -959.3% | +304.2% |
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 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