+119.0%
PAAS vs RMBS
+250.7%
-131.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | +6.8% | -12.2% | +19.0% | +9.3% |
| 3M | -2.9% | -49.5% | +46.6% | +9.4% |
| 6M | -16.4% | -7.1% | -9.3% | -16.9% |
| YTD | 0.0% | -7.0% | +7.0% | -1.4% |
| 1Y | +54.3% | +13.3% | +41.0% | +44.9% |
| 3Y | +230.7% | +49.2% | +181.4% | +177.6% |
| All | +119.0% | +250.7% | -131.7% | +33.6% |
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