+738.0%
PEP vs RMBS
+1,339.3%
-601.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | +0.2% | -12.2% | +12.4% | +0.6% |
| 3M | -1.1% | -49.5% | +48.4% | +0.8% |
| 6M | -13.5% | -7.1% | -6.3% | -14.0% |
| YTD | -1.2% | -7.0% | +5.8% | -2.0% |
| 1Y | -1.6% | +13.3% | -14.9% | -3.5% |
| 3Y | -12.5% | +49.2% | -61.8% | -16.3% |
| 5Y | +3.0% | +250.0% | -246.9% | -5.4% |
| 10Y | +73.9% | +495.1% | -421.2% | +55.1% |
| All | +738.0% | +1,339.3% | -601.3% | +486.6% |
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