+65.7%
PPL vs RJF
+323.5%
-257.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.2% | +1.5% | -3.7% | -2.6% |
| 30D | +1.7% | +6.7% | -5.0% | -0.2% |
| 3M | +0.1% | -7.3% | +7.5% | +2.1% |
| 6M | -1.5% | +9.8% | -11.3% | -4.6% |
| YTD | +3.0% | +5.6% | -2.7% | +0.2% |
| 1Y | -1.4% | +2.3% | -3.7% | -3.2% |
| 3Y | +53.5% | +73.6% | -20.1% | +24.9% |
| 5Y | +46.4% | +79.9% | -33.5% | +14.4% |
| All | +65.7% | +323.5% | -257.8% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling