+185.5%
PAAS vs RMBS
+536.4%
-350.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.9% | -5.8% |
| 7D | +4.2% | -8.4% | +12.6% | +5.6% |
| 30D | -13.8% | -24.9% | +11.1% | -9.0% |
| 3M | -22.7% | -15.8% | -6.9% | -20.6% |
| 6M | -32.1% | -37.5% | +5.4% | -26.8% |
| YTD | -22.3% | -12.1% | -10.2% | -23.7% |
| 1Y | +7.7% | -27.0% | +34.6% | +9.4% |
| 3Y | +214.0% | +28.8% | +185.2% | +163.2% |
| 5Y | +63.2% | +236.2% | -173.0% | +0.1% |
| 10Y | +185.5% | +546.6% | -361.1% | +51.9% |
| All | +185.5% | +536.4% | -350.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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 · 6 months rolling