+25.9%
PBR vs RAM
-49.6%
+75.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.9% | -14.8% | -2.1% |
| 7D | +8.6% | +13.3% | -4.7% | +8.3% |
| 30D | +12.8% | +17.8% | -5.0% | +12.5% |
| All | +25.9% | -49.6% | +75.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling