+729.9%
PAAS vs RMBS
+1,155.2%
-425.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.0% | -5.5% | +0.9% |
| 7D | +8.4% | -12.0% | +20.4% | +9.3% |
| 30D | -7.2% | -33.1% | +26.0% | -4.5% |
| 3M | -14.0% | -23.7% | +9.7% | -12.5% |
| 6M | -26.8% | -42.7% | +15.9% | -24.1% |
| YTD | -19.8% | -18.9% | -0.9% | -19.5% |
| 1Y | +22.8% | -30.0% | +52.9% | +24.5% |
| 3Y | +183.6% | +28.8% | +154.8% | +170.2% |
| 5Y | +73.8% | +210.5% | -136.7% | +55.2% |
| 10Y | +185.6% | +524.7% | -339.2% | +142.6% |
| All | +729.9% | +1,155.2% | -425.4% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling