+8.9%
PCG vs RMBS
+1,260.2%
-1,251.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -8.4% | +8.0% | -0.1% |
| 30D | +0.8% | -24.9% | +25.6% | +2.3% |
| 3M | -22.0% | -15.8% | -6.3% | -21.5% |
| 6M | -17.1% | -37.5% | +20.4% | -15.6% |
| YTD | -16.9% | -12.1% | -4.7% | -17.9% |
| 1Y | -19.1% | -27.0% | +7.9% | -19.3% |
| 3Y | -19.4% | +28.8% | -48.3% | -24.2% |
| 5Y | +9.0% | +236.2% | -227.2% | -4.5% |
| 10Y | -76.2% | +546.6% | -622.8% | -80.1% |
| All | +8.9% | +1,260.2% | -1,251.3% | -17.1% |
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 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