-20.3%
PNR vs RJF
+104.0%
-124.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -6.0% | -2.7% | -3.3% | -4.7% |
| 30D | -14.0% | -4.3% | -9.7% | -12.2% |
| 3M | -21.7% | +15.7% | -37.4% | -27.5% |
| 6M | -37.3% | +17.8% | -55.1% | -42.6% |
| YTD | -45.1% | +9.2% | -54.3% | -48.1% |
| 1Y | -49.1% | +2.8% | -51.9% | -50.5% |
| 3Y | -14.8% | +69.5% | -84.3% | -36.5% |
| All | -20.3% | +104.0% | -124.4% | -47.3% |
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