+438.6%
PWR vs RJF
+101.5%
+337.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -0.2% | -4.2% | +4.0% | +1.8% |
| 30D | -7.7% | -3.6% | -4.1% | -6.3% |
| 3M | -4.9% | +15.6% | -20.6% | -12.1% |
| 6M | +9.7% | +17.6% | -7.9% | +0.4% |
| YTD | +46.7% | +9.2% | +37.5% | +38.1% |
| 1Y | +58.7% | +5.5% | +53.2% | +51.6% |
| 3Y | +200.7% | +70.3% | +130.4% | +120.9% |
| 5Y | +438.6% | +106.0% | +332.5% | +248.0% |
| All | +438.6% | +101.5% | +337.0% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling