+704.1%
PAAS vs RMBS
+1,260.2%
-556.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.9% | -5.8% |
| 7D | +4.2% | -8.4% | +12.6% | +4.7% |
| 30D | -13.8% | -24.9% | +11.1% | -12.1% |
| 3M | -22.7% | -15.8% | -6.9% | -21.9% |
| 6M | -32.1% | -37.5% | +5.4% | -30.1% |
| YTD | -22.3% | -12.1% | -10.2% | -22.5% |
| 1Y | +7.7% | -27.0% | +34.6% | +8.7% |
| 3Y | +214.0% | +28.8% | +185.2% | +199.0% |
| 5Y | +63.2% | +236.2% | -173.0% | +44.8% |
| 10Y | +185.5% | +546.6% | -361.1% | +141.6% |
| All | +704.1% | +1,260.2% | -556.1% | +531.4% |
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