+25.3%
PSA vs RJF
+81.1%
-55.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.4% | +3.6% | -5.0% | -2.3% |
| 30D | +15.2% | +7.2% | +7.9% | +13.2% |
| 3M | +2.2% | -6.5% | +8.7% | +3.7% |
| 6M | +11.7% | +10.3% | +1.4% | +8.8% |
| YTD | +32.0% | +6.5% | +25.5% | +29.2% |
| 1Y | +26.3% | +6.1% | +20.2% | +23.6% |
| 3Y | +52.4% | +74.9% | -22.5% | +27.0% |
| All | +25.3% | +81.1% | -55.8% | +2.8% |
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 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