+1,149.3%
PSX vs RJF
+770.8%
+378.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +6.4% | +1.5% | +4.9% | +5.6% |
| 30D | -10.2% | +6.7% | -16.9% | -13.7% |
| 3M | +17.2% | -7.3% | +24.5% | +21.4% |
| 6M | +51.8% | +9.8% | +42.0% | +42.2% |
| YTD | +108.0% | +5.6% | +102.4% | +96.8% |
| 1Y | +96.1% | +2.3% | +93.9% | +88.7% |
| 3Y | +155.9% | +73.6% | +82.3% | +78.1% |
| 5Y | +306.9% | +79.9% | +227.0% | +165.8% |
| 10Y | +364.5% | +328.8% | +35.7% | +78.1% |
| All | +1,149.3% | +770.8% | +378.4% | +220.4% |
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