-69.7%
RAM vs PRU
+17.5%
-87.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.6% | -16.9% | +3.2% |
| 7D | -31.3% | +9.8% | -41.0% | -15.3% |
| 30D | -49.4% | +11.6% | -61.0% | -34.3% |
| 3M | -41.4% | +3.7% | -45.1% | -36.8% |
| All | -69.7% | +17.5% | -87.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 6mo: compounded portfolio wealth divided by compounded PRU 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…
6mo analysis · Full analysis span regression · Available span rolling