+934.9%
PAAS vs RMBS
+1,339.3%
-404.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | +6.8% | -12.2% | +19.0% | +7.8% |
| 3M | -2.9% | -49.5% | +46.6% | +1.9% |
| 6M | -16.4% | -7.1% | -9.3% | -16.5% |
| YTD | 0.0% | -7.0% | +7.0% | -0.4% |
| 1Y | +54.3% | +13.3% | +41.0% | +50.9% |
| 3Y | +230.7% | +49.2% | +181.4% | +211.8% |
| 5Y | +111.6% | +250.0% | -138.3% | +87.6% |
| 10Y | +211.7% | +495.1% | -283.4% | +165.1% |
| All | +934.9% | +1,339.3% | -404.5% | +711.3% |
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 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