+2,521.4%
PWR vs RJF
+429.3%
+2,092.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.2% |
| 7D | +4.2% | -2.7% | +6.9% | +5.7% |
| 30D | -4.0% | -4.3% | +0.2% | -2.0% |
| 3M | -4.8% | +15.7% | -20.5% | -12.8% |
| 6M | +14.6% | +17.8% | -3.2% | +3.7% |
| YTD | +54.2% | +9.2% | +45.1% | +44.2% |
| 1Y | +67.1% | +2.8% | +64.3% | +61.1% |
| 3Y | +218.5% | +69.5% | +149.0% | +128.0% |
| 5Y | +466.3% | +105.9% | +360.3% | +251.4% |
| All | +2,521.4% | +429.3% | +2,092.2% | +831.3% |
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 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