+70.8%
PAAS vs RMBS
+208.7%
-137.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.0% | -5.5% | +0.1% |
| 7D | +8.4% | -12.0% | +20.4% | +10.5% |
| 30D | -7.2% | -33.1% | +26.0% | -0.3% |
| 3M | -14.0% | -23.7% | +9.7% | -10.2% |
| 6M | -26.8% | -42.7% | +15.9% | -20.2% |
| YTD | -19.8% | -18.9% | -0.9% | -19.4% |
| 1Y | +22.8% | -30.0% | +52.9% | +26.2% |
| 3Y | +183.6% | +28.8% | +154.8% | +144.5% |
| All | +70.8% | +208.7% | -137.9% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling