+82.2%
PR vs RJF
+323.5%
-241.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +6.7% | +1.5% | +5.2% | +5.7% |
| 30D | -6.1% | +6.7% | -12.9% | -10.4% |
| 3M | +6.9% | -7.3% | +14.2% | +10.8% |
| 6M | +14.6% | +9.8% | +4.8% | +5.9% |
| YTD | +66.1% | +5.6% | +60.5% | +55.2% |
| 1Y | +77.0% | +2.3% | +74.8% | +68.6% |
| 3Y | +93.8% | +73.6% | +20.3% | +29.9% |
| 5Y | +268.2% | +79.9% | +188.4% | +137.2% |
| All | +82.2% | +323.5% | -241.3% | +2.9% |
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