+13.5%
PSA vs RJF
+101.5%
-88.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.6% | -4.2% | +0.5% | -2.7% |
| 30D | -9.4% | -3.6% | -5.8% | -8.6% |
| 3M | -8.2% | +15.6% | -23.8% | -11.3% |
| 6M | -1.8% | +17.6% | -19.4% | -5.7% |
| YTD | +15.7% | +9.2% | +6.5% | +12.8% |
| 1Y | +6.3% | +5.5% | +0.8% | +4.3% |
| 3Y | +21.6% | +70.3% | -48.8% | +3.0% |
| 5Y | +13.5% | +106.0% | -92.6% | -4.7% |
| All | +13.5% | +101.5% | -88.1% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling