+88.7%
PR vs RJF
+75.0%
+13.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | -4.6% | +5.3% | -10.0% | -7.3% |
| 3M | +4.7% | -6.8% | +11.5% | +7.7% |
| 6M | +12.4% | +11.4% | +1.0% | +4.3% |
| YTD | +62.9% | +5.5% | +57.3% | +54.1% |
| 1Y | +70.6% | +3.7% | +66.9% | +63.0% |
| All | +88.7% | +75.0% | +13.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling