+35.2%
PFE vs RMBS
+557.5%
-522.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -4.3% | +3.5% | -7.7% | -4.5% |
| 30D | +2.7% | -8.6% | +11.3% | +3.3% |
| 3M | +10.0% | -40.3% | +50.3% | +13.6% |
| 6M | +7.2% | -1.0% | +8.2% | +5.0% |
| YTD | +17.3% | -4.6% | +21.9% | +14.8% |
| 1Y | +20.3% | +17.6% | +2.7% | +14.6% |
| 3Y | -1.6% | +58.6% | -60.3% | -12.9% |
| 5Y | -21.4% | +270.9% | -292.3% | -42.1% |
| 10Y | +35.2% | +569.1% | -533.8% | -17.1% |
| All | +35.2% | +557.5% | -522.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling