+542.7%
PBR vs RMBS
+265.4%
+277.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +5.4% | +1.8% | +3.6% | +5.2% |
| 30D | +22.9% | -13.9% | +36.8% | +24.2% |
| 3M | +19.6% | -39.8% | +59.4% | +23.9% |
| 6M | +16.5% | -6.0% | +22.5% | +13.8% |
| YTD | +86.7% | -5.4% | +92.0% | +80.8% |
| 1Y | +74.7% | -1.8% | +76.5% | +66.9% |
| 3Y | +102.6% | +53.7% | +48.9% | +75.8% |
| All | +542.7% | +265.4% | +277.2% | +370.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling