+662.0%
PBR vs RMBS
+566.4%
+95.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | +5.4% | +1.8% | +3.6% | +5.0% |
| 30D | +22.9% | -13.9% | +36.8% | +26.6% |
| 3M | +19.6% | -39.8% | +59.4% | +31.5% |
| 6M | +16.5% | -6.0% | +22.5% | +10.0% |
| YTD | +86.7% | -5.4% | +92.0% | +72.3% |
| 1Y | +74.7% | -1.8% | +76.5% | +55.8% |
| 3Y | +102.6% | +53.7% | +48.9% | +38.5% |
| 5Y | +566.6% | +268.5% | +298.1% | +164.7% |
| All | +662.0% | +566.4% | +95.6% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling