+2,547.4%
PPG vs RJF
+48,514.8%
-45,967.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -5.1% | -4.2% | -1.0% | -3.8% |
| 30D | -9.6% | -3.6% | -6.0% | -8.5% |
| 3M | -6.4% | +15.6% | -22.1% | -10.8% |
| 6M | +0.5% | +17.6% | -17.1% | -4.9% |
| YTD | +4.4% | +9.2% | -4.8% | +1.0% |
| 1Y | -0.9% | +5.5% | -6.4% | -3.3% |
| 3Y | -17.0% | +70.3% | -87.3% | -31.3% |
| 5Y | -23.7% | +106.0% | -129.7% | -41.0% |
| 10Y | +25.9% | +425.1% | -399.2% | -29.6% |
| All | +2,547.4% | +48,514.8% | -45,967.4% | +418.6% |
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