+106.6%
PCAR vs RMBS
+208.7%
-102.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.4% | -3.4% |
| 7D | +0.1% | -12.0% | +12.0% | +1.6% |
| 30D | -4.6% | -33.1% | +28.6% | +0.8% |
| 3M | -22.6% | -23.7% | +1.1% | -20.3% |
| 6M | -12.0% | -42.7% | +30.7% | -6.3% |
| YTD | -6.1% | -18.9% | +12.8% | -8.0% |
| 1Y | +6.3% | -30.0% | +36.3% | +6.6% |
| 3Y | +31.8% | +28.8% | +3.0% | +10.8% |
| All | +106.6% | +208.7% | -102.1% | +37.1% |
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