-76.7%
PCG vs RMBS
+571.2%
-647.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +0.1% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +0.1% | -24.9% | +24.9% | +3.7% |
| 3M | -24.4% | -20.5% | -4.0% | -22.6% |
| 6M | -17.7% | -37.5% | +19.9% | -14.2% |
| YTD | -17.4% | -12.1% | -5.3% | -21.6% |
| 1Y | -19.4% | -25.0% | +5.6% | -21.5% |
| 3Y | -18.6% | +36.1% | -54.7% | -36.6% |
| 5Y | +10.2% | +236.1% | -225.9% | -43.8% |
| 10Y | -76.7% | +541.3% | -618.0% | -92.4% |
| All | -76.7% | +571.2% | -647.8% | -92.4% |
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