+64.8%
PR vs RJF
+371.5%
-306.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -2.9% |
| 7D | -12.4% | +3.4% | -15.8% | -14.4% |
| 30D | -6.6% | +5.9% | -12.5% | -10.4% |
| 3M | +7.5% | -4.6% | +12.1% | +9.5% |
| 6M | +10.8% | +9.5% | +1.3% | +2.5% |
| YTD | +57.0% | +6.0% | +51.0% | +46.4% |
| 1Y | +67.9% | +4.3% | +63.6% | +57.9% |
| 3Y | +87.6% | +76.6% | +11.0% | +24.6% |
| 5Y | +220.4% | +80.6% | +139.8% | +106.4% |
| 10Y | +64.8% | +346.5% | -281.6% | 0.0% |
| All | +64.8% | +371.5% | -306.6% | 0.0% |
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