+99.6%
PR vs RJF
+439.7%
-340.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +18.0% | -1.3% | +19.3% | +18.5% |
| 3M | +16.9% | +18.9% | -2.0% | +3.9% |
| 6M | +28.2% | +15.0% | +13.2% | +15.4% |
| YTD | +69.3% | +12.2% | +57.1% | +53.8% |
| 1Y | +69.5% | +5.6% | +63.9% | +59.4% |
| 3Y | +81.7% | +74.9% | +6.8% | +22.6% |
| 5Y | +422.2% | +106.6% | +315.6% | +215.1% |
| All | +99.6% | +439.7% | -340.0% | +3.4% |
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