+14,004.3%
PSA vs RJF
+49,360.8%
-35,356.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -2.1% | +18.0% | -20.1% | -6.6% |
| 6M | -0.2% | +17.0% | -17.2% | -4.7% |
| YTD | +18.5% | +11.1% | +7.4% | +14.4% |
| 1Y | +6.6% | +8.0% | -1.4% | +3.5% |
| 3Y | +24.5% | +73.3% | -48.8% | +4.4% |
| 5Y | +13.6% | +107.4% | -93.8% | -11.1% |
| 10Y | +102.0% | +428.5% | -326.5% | +13.3% |
| All | +14,004.3% | +49,360.8% | -35,356.6% | +4,101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling