+72.9%
PBR vs RMBS
-18.2%
+91.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.0% | -1.0% | -7.2% |
| 7D | -11.0% | -8.9% | -2.1% | -11.3% |
| 30D | -18.8% | -24.8% | +6.1% | -19.3% |
| 3M | +7.8% | -17.6% | +25.4% | +7.4% |
| 6M | -7.6% | -25.7% | +18.1% | -7.6% |
| YTD | +72.7% | -9.8% | +82.4% | +69.1% |
| 1Y | +72.9% | -17.4% | +90.3% | +69.6% |
| All | +72.9% | -18.2% | +91.2% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling