+367.9%
PCAR vs RMBS
+557.5%
-189.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.2% | +3.5% | -3.7% | -0.9% |
| 30D | -6.9% | -8.6% | +1.7% | -5.3% |
| 3M | +2.1% | -40.3% | +42.4% | +12.5% |
| 6M | +1.6% | -1.0% | +2.6% | -2.4% |
| YTD | +12.2% | -4.6% | +16.8% | +7.0% |
| 1Y | +28.0% | +17.6% | +10.5% | +13.9% |
| 3Y | +61.0% | +58.6% | +2.3% | +22.7% |
| 5Y | +163.9% | +270.9% | -107.0% | +44.7% |
| 10Y | +367.9% | +569.1% | -201.2% | +101.9% |
| All | +367.9% | +557.5% | -189.6% | +101.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling