+1,632.9%
PBR vs RMBS
+20.3%
+1,612.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.3% |
| 7D | +2.5% | +3.0% | -0.5% | +2.0% |
| 30D | +19.4% | -14.4% | +33.8% | +22.2% |
| 3M | +20.8% | -42.8% | +63.6% | +30.7% |
| 6M | +23.5% | -1.4% | +24.9% | +18.8% |
| YTD | +83.4% | -5.4% | +88.8% | +75.8% |
| 1Y | +77.6% | +18.6% | +59.0% | +61.3% |
| 3Y | +99.9% | +57.3% | +42.6% | +63.6% |
| 5Y | +567.7% | +265.7% | +302.0% | +357.6% |
| 10Y | +621.5% | +546.0% | +75.5% | +347.2% |
| All | +1,632.9% | +20.3% | +1,612.6% | +704.5% |
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