-23.8%
PFE vs RMBS
+240.2%
-264.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.7% | +10.3% | -12.0% | -1.9% |
| 30D | +0.3% | -10.7% | +11.1% | +0.5% |
| 3M | +9.4% | -17.2% | +26.6% | +9.6% |
| 6M | +14.9% | -39.0% | +53.9% | +15.6% |
| YTD | +23.8% | -10.5% | +34.3% | +22.7% |
| 1Y | +19.5% | -11.0% | +30.5% | +18.4% |
| 3Y | +21.0% | +31.3% | -10.3% | +16.5% |
| All | -23.8% | +240.2% | -264.0% | -29.6% |
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 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