-3.4%
PTEN vs RJF
+69.1%
-72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | +2.8% | -4.2% | +7.0% | +5.7% |
| 30D | +17.6% | -3.6% | +21.2% | +20.1% |
| 3M | +8.2% | +15.6% | -7.5% | -4.1% |
| 6M | +38.1% | +17.6% | +20.5% | +19.4% |
| YTD | +117.3% | +9.2% | +108.1% | +97.7% |
| 1Y | +146.1% | +5.5% | +140.6% | +129.6% |
| All | -3.4% | +69.1% | -72.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling