+104.3%
PBR vs RMBS
+52.4%
+51.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.3% |
| 7D | +4.2% | +1.2% | +3.0% | +4.2% |
| 30D | +22.7% | -11.5% | +34.2% | +23.4% |
| 3M | +21.5% | -38.2% | +59.7% | +24.4% |
| 6M | +24.0% | -4.8% | +28.7% | +21.2% |
| YTD | +88.2% | -7.1% | +95.4% | +83.2% |
| 1Y | +74.8% | +10.7% | +64.1% | +65.5% |
| All | +104.3% | +52.4% | +51.9% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling