-0.8%
PAAS vs RMBS
-20.9%
+20.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -7.0% | +21.9% | -29.0% | -11.2% |
| 30D | -15.3% | -13.4% | -1.8% | -13.0% |
| 3M | -27.7% | -15.9% | -11.9% | -25.6% |
| 6M | -40.5% | -34.8% | -5.7% | -35.8% |
| YTD | -26.5% | -7.5% | -19.0% | -27.7% |
| 1Y | -0.8% | -16.9% | +16.1% | -0.3% |
| All | -0.8% | -20.9% | +20.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling