+206.9%
PWR vs RJF
+71.0%
+135.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | -5.1% | -2.0% | -3.1% | -4.4% |
| 3M | -9.4% | +16.3% | -25.7% | -16.2% |
| 6M | +10.4% | +16.9% | -6.5% | +1.7% |
| YTD | +48.6% | +10.4% | +38.2% | +39.3% |
| 1Y | +68.0% | +7.4% | +60.6% | +59.3% |
| All | +206.9% | +71.0% | +135.9% | +121.4% |
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