+50.7%
PFE vs RMBS
+579.1%
-528.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.1% |
| 7D | -3.0% | +3.0% | -5.9% | -3.2% |
| 30D | +5.2% | -15.5% | +20.7% | +6.1% |
| 3M | +12.2% | -11.5% | +23.7% | +12.6% |
| 6M | +17.8% | -36.5% | +54.3% | +20.0% |
| YTD | +26.2% | -7.1% | +33.3% | +23.1% |
| 1Y | +23.2% | -18.7% | +41.8% | +21.3% |
| 3Y | +21.3% | +36.2% | -14.9% | +9.5% |
| 5Y | -23.1% | +252.0% | -275.1% | -43.1% |
| 10Y | +50.7% | +561.2% | -510.5% | -8.2% |
| All | +50.7% | +579.1% | -528.4% | -8.2% |
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