+67.1%
PWR vs RJF
+5.1%
+62.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.2% |
| 7D | +4.2% | -2.7% | +6.9% | +4.6% |
| 30D | -4.0% | -4.3% | +0.2% | -3.5% |
| 3M | -4.8% | +15.7% | -20.5% | -7.5% |
| 6M | +14.6% | +17.8% | -3.2% | +11.2% |
| YTD | +54.2% | +9.2% | +45.1% | +49.5% |
| 1Y | +67.1% | +2.8% | +64.3% | +62.3% |
| All | +67.1% | +5.1% | +62.1% | +62.3% |
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 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