+172.3%
PCAR vs RMBS
+250.7%
-78.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | +5.9% | -49.5% | +55.4% | +17.3% |
| 6M | +0.4% | -7.1% | +7.5% | -1.3% |
| YTD | +14.8% | -7.0% | +21.8% | +11.5% |
| 1Y | +30.1% | +13.3% | +16.8% | +20.1% |
| 3Y | +66.7% | +49.2% | +17.4% | +37.9% |
| All | +172.3% | +250.7% | -78.4% | +72.7% |
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