+8,390.6%
PWR vs RJF
+3,328.3%
+5,062.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | -8.6% | -1.3% | -7.3% | -8.2% |
| 3M | -13.2% | +18.9% | -32.0% | -21.1% |
| 6M | +9.9% | +15.0% | -5.1% | +1.3% |
| YTD | +48.0% | +12.2% | +35.8% | +37.1% |
| 1Y | +66.2% | +5.6% | +60.5% | +58.3% |
| 3Y | +195.1% | +74.9% | +120.2% | +114.7% |
| 5Y | +442.6% | +106.6% | +335.9% | +253.7% |
| 10Y | +2,334.2% | +433.1% | +1,901.2% | +836.6% |
| All | +8,390.6% | +3,328.3% | +5,062.3% | +1,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling