+370.3%
PCAR vs RMBS
+551.8%
-181.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.1% |
| 7D | 0.0% | +3.0% | -2.9% | -0.6% |
| 30D | -7.7% | -14.4% | +6.7% | -4.8% |
| 3M | +3.7% | -42.8% | +46.5% | +15.3% |
| 6M | +2.3% | -1.4% | +3.7% | -1.6% |
| YTD | +12.8% | -5.4% | +18.2% | +7.8% |
| 1Y | +27.8% | +18.6% | +9.2% | +13.4% |
| 3Y | +61.8% | +57.3% | +4.5% | +23.5% |
| 5Y | +168.2% | +265.7% | -97.5% | +47.5% |
| All | +370.3% | +551.8% | -181.5% | +103.3% |
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