+1,112.1%
PSX vs RJF
+824.9%
+287.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +1.0% |
| 7D | +4.5% | -0.6% | +5.1% | +4.8% |
| 30D | +26.6% | -1.3% | +27.9% | +27.3% |
| 3M | +39.3% | +18.9% | +20.4% | +25.8% |
| 6M | +56.8% | +15.0% | +41.8% | +43.1% |
| YTD | +101.8% | +12.2% | +89.6% | +85.7% |
| 1Y | +99.6% | +5.6% | +94.0% | +89.2% |
| 3Y | +140.3% | +74.9% | +65.5% | +67.0% |
| 5Y | +339.3% | +106.6% | +232.7% | +166.0% |
| 10Y | +369.9% | +433.1% | -63.2% | +62.2% |
| All | +1,112.1% | +824.9% | +287.2% | +202.3% |
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