-12.5%
PEP vs RMBS
+55.1%
-67.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.7% |
| 7D | +0.1% | +3.0% | -2.9% | +0.3% |
| 30D | +0.7% | -14.4% | +15.1% | -0.1% |
| 3M | -0.5% | -42.8% | +42.3% | -2.6% |
| 6M | -11.3% | -1.4% | -9.9% | -11.0% |
| YTD | -0.6% | -5.4% | +4.8% | -0.4% |
| 1Y | +1.7% | +18.6% | -16.9% | +2.7% |
| 3Y | -12.5% | +57.3% | -69.7% | -11.9% |
| All | -12.5% | +55.1% | -67.6% | -11.9% |
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