-41.9%
RAM vs PFGC
-5.6%
-36.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-07 to 2026-09-07.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | -0.5% | +13.4% | +11.5% |
| 7D | +13.3% | -2.2% | +15.5% | +6.9% |
| 30D | +17.8% | -11.9% | +29.8% | -16.2% |
| All | -41.9% | -5.6% | -36.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2026-06-07 to 2026-09-07: compounded portfolio wealth divided by compounded PFGC 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…
2026-06-07 to 2026-09-07 analysis · Full analysis span regression · Available span rolling