+3,485.2%
PNR vs RJF
+49,058.3%
-45,573.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -13.8% | -2.0% | -11.8% | -13.3% |
| 3M | -22.5% | +16.3% | -38.9% | -26.6% |
| 6M | -37.2% | +16.9% | -54.1% | -40.6% |
| YTD | -44.2% | +10.4% | -54.7% | -46.4% |
| 1Y | -46.6% | +7.4% | -54.1% | -48.3% |
| 3Y | -12.5% | +72.2% | -84.7% | -27.7% |
| 5Y | -19.3% | +105.1% | -124.5% | -37.8% |
| 10Y | +67.5% | +430.9% | -363.5% | -6.2% |
| All | +3,485.2% | +49,058.3% | -45,573.1% | +803.4% |
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