+6,145.8%
PCAR vs RMBS
+1,339.3%
+4,806.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -6.2% | -12.2% | +5.9% | -4.7% |
| 3M | +5.9% | -49.5% | +55.4% | +14.7% |
| 6M | +0.4% | -7.1% | +7.5% | -0.7% |
| YTD | +14.8% | -7.0% | +21.8% | +12.8% |
| 1Y | +30.1% | +13.3% | +16.8% | +23.4% |
| 3Y | +66.7% | +49.2% | +17.4% | +47.5% |
| 5Y | +166.1% | +250.0% | -83.8% | +108.0% |
| 10Y | +353.7% | +495.1% | -141.5% | +225.7% |
| All | +6,145.8% | +1,339.3% | +4,806.4% | +2,797.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling