+361.6%
PSX vs RJF
+326.9%
+34.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | +7.8% | +3.6% | +4.2% | +5.7% |
| 30D | -10.9% | +7.2% | -18.1% | -14.7% |
| 3M | +14.5% | -6.5% | +21.0% | +18.2% |
| 6M | +56.1% | +10.3% | +45.8% | +45.4% |
| YTD | +109.6% | +6.5% | +103.1% | +96.8% |
| 1Y | +95.5% | +6.1% | +89.4% | +83.8% |
| 3Y | +156.2% | +74.9% | +81.3% | +73.3% |
| 5Y | +310.0% | +81.3% | +228.7% | +157.5% |
| All | +361.6% | +326.9% | +34.7% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling