-17.0%
PPG vs RJF
+69.0%
-86.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -6.2% | -2.7% | -3.5% | -5.3% |
| 30D | -7.9% | -4.3% | -3.7% | -6.5% |
| 3M | -10.2% | +15.7% | -25.9% | -15.1% |
| 6M | +2.7% | +17.8% | -15.1% | -3.9% |
| YTD | +4.9% | +9.2% | -4.3% | +0.5% |
| 1Y | -3.2% | +2.8% | -6.0% | -5.2% |
| 3Y | -17.0% | +69.5% | -86.5% | -33.8% |
| All | -17.0% | +69.0% | -86.0% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling