-16.9%
PTEN vs RJF
+429.3%
-446.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.5% | -2.7% | +6.2% | +6.0% |
| 30D | +17.5% | -4.3% | +21.8% | +21.6% |
| 3M | +12.7% | +15.7% | -3.0% | -3.5% |
| 6M | +33.1% | +17.8% | +15.3% | +10.5% |
| YTD | +116.4% | +9.2% | +107.3% | +90.9% |
| 1Y | +141.2% | +2.8% | +138.4% | +124.3% |
| 3Y | -3.8% | +69.5% | -73.2% | -44.7% |
| 5Y | +92.7% | +105.9% | -13.2% | -11.0% |
| All | -16.9% | +429.3% | -446.1% | -79.6% |
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