+66.2%
PWR vs RJF
+7.8%
+58.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -13.2% | +18.9% | -32.0% | -16.0% |
| 6M | +9.9% | +15.0% | -5.1% | +7.1% |
| YTD | +48.0% | +12.2% | +35.8% | +43.0% |
| 1Y | +66.2% | +5.6% | +60.5% | +61.5% |
| All | +66.2% | +7.8% | +58.3% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling