-79.5%
RAM vs PFG
+4.5%
-84.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -3.8% | -28.6% | -36.8% |
| 7D | -49.5% | -0.7% | -48.8% | -49.7% |
| 30D | -63.2% | +2.8% | -66.1% | -60.4% |
| 3M | -58.5% | -1.0% | -57.5% | -61.8% |
| All | -79.5% | +4.5% | -84.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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 · Available span rolling