+67.6%
PCAR vs RMBS
+53.3%
+14.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -6.2% | -12.2% | +5.9% | -4.5% |
| 3M | +5.9% | -49.5% | +55.4% | +16.7% |
| 6M | +0.4% | -7.1% | +7.5% | -1.2% |
| YTD | +14.8% | -7.0% | +21.8% | +11.6% |
| 1Y | +30.1% | +13.3% | +16.8% | +20.5% |
| All | +67.6% | +53.3% | +14.2% | +40.5% |
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 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