-19.4%
PCG vs RMBS
-18.4%
-1.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.1% |
| 7D | +2.2% | +10.3% | -8.2% | +2.3% |
| 30D | +0.8% | -10.7% | +11.5% | +0.6% |
| 3M | -23.8% | -17.2% | -6.6% | -23.9% |
| 6M | -19.6% | -39.0% | +19.4% | -20.2% |
| YTD | -16.7% | -10.5% | -6.2% | -17.7% |
| 1Y | -19.4% | -11.0% | -8.4% | -20.3% |
| All | -19.4% | -18.4% | -1.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling