+23.2%
PFE vs RMBS
-22.1%
+45.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.3% |
| 7D | -3.0% | +3.0% | -5.9% | -3.0% |
| 30D | +5.2% | -15.5% | +20.7% | +5.3% |
| 3M | +12.2% | -11.5% | +23.7% | +12.2% |
| 6M | +17.8% | -36.5% | +54.3% | +18.1% |
| YTD | +26.2% | -7.1% | +33.3% | +22.5% |
| 1Y | +23.2% | -18.7% | +41.8% | +19.5% |
| All | +23.2% | -22.1% | +45.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling