+367.0%
PSX vs RJF
+101.5%
+265.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +1.5% | -4.2% | +5.7% | +3.4% |
| 30D | +15.8% | -3.6% | +19.4% | +17.6% |
| 3M | +43.0% | +15.6% | +27.4% | +33.5% |
| 6M | +61.1% | +17.6% | +43.5% | +48.3% |
| YTD | +104.5% | +9.2% | +95.3% | +94.0% |
| 1Y | +102.5% | +5.5% | +97.0% | +94.6% |
| 3Y | +133.5% | +70.3% | +63.2% | +76.2% |
| 5Y | +367.0% | +106.0% | +260.9% | +201.7% |
| All | +367.0% | +101.5% | +265.4% | +201.7% |
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