+8,854.1%
PTC vs RJF
+47,070.7%
-38,216.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -1.0% |
| 7D | +0.8% | +3.4% | -2.6% | -0.8% |
| 30D | +0.7% | +5.9% | -5.2% | -2.1% |
| 3M | +32.6% | -4.6% | +37.2% | +35.1% |
| 6M | +33.6% | +9.5% | +24.1% | +27.7% |
| YTD | +12.4% | +6.0% | +6.5% | +8.2% |
| 1Y | +11.2% | +4.3% | +6.9% | +7.7% |
| 3Y | +31.7% | +76.6% | -44.9% | -1.2% |
| 5Y | +60.1% | +80.6% | -20.5% | +16.3% |
| 10Y | +317.2% | +346.5% | -29.3% | +89.4% |
| All | +8,854.1% | +47,070.7% | -38,216.7% | +427.3% |
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