+75.8%
PR vs RJF
+3.3%
+72.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -16.4% | +3.6% | -20.0% | -16.3% |
| 30D | -1.9% | +3.5% | -5.4% | -1.7% |
| 3M | +8.0% | -8.9% | +16.9% | +8.4% |
| 6M | +4.1% | +2.9% | +1.2% | +3.5% |
| YTD | +58.7% | +2.8% | +55.9% | +58.2% |
| 1Y | +75.8% | +2.7% | +73.2% | +75.8% |
| All | +75.8% | +3.3% | +72.5% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling