-76.9%
RAM vs PPG
+5.7%
-82.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -31.6% | +3.2% | -34.8% | -31.2% |
| 30D | -54.8% | +20.4% | -75.2% | -57.6% |
| 3M | -44.9% | +8.4% | -53.3% | -46.6% |
| All | -76.9% | +5.7% | -82.6% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · Available span rolling