-22.2%
PFE vs RMBS
+260.2%
-282.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -2.7% | +3.0% | -5.6% | -2.7% |
| 30D | +3.8% | -14.4% | +18.3% | +4.2% |
| 3M | +10.4% | -42.8% | +53.2% | +11.9% |
| 6M | +6.3% | -1.4% | +7.7% | +5.3% |
| YTD | +17.4% | -5.4% | +22.8% | +16.3% |
| 1Y | +21.1% | +18.6% | +2.6% | +19.0% |
| 3Y | -1.6% | +57.3% | -58.9% | -6.2% |
| 5Y | -22.2% | +265.7% | -287.8% | -38.4% |
| All | -22.2% | +260.2% | -282.4% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling