-4.4%
PEP vs RMBS
+37.1%
-41.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.6% |
| 7D | +1.1% | +3.0% | -1.9% | +1.4% |
| 30D | +13.6% | -15.5% | +29.1% | +12.8% |
| 3M | +5.1% | -11.5% | +16.6% | +4.8% |
| 6M | -1.6% | -36.5% | +34.9% | -3.0% |
| YTD | +3.3% | -7.1% | +10.5% | +4.0% |
| 1Y | +3.2% | -18.7% | +21.9% | +3.4% |
| All | -4.4% | +37.1% | -41.5% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling