+396.7%
PFE vs RMBS
+1,339.3%
-942.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | -12.2% | +22.4% | +10.9% |
| 3M | +12.7% | -49.5% | +62.2% | +16.3% |
| 6M | +10.5% | -7.1% | +17.7% | +9.8% |
| YTD | +20.2% | -7.0% | +27.2% | +19.0% |
| 1Y | +24.1% | +13.3% | +10.7% | +21.0% |
| 3Y | -3.6% | +49.2% | -52.8% | -9.1% |
| 5Y | -20.9% | +250.0% | -270.8% | -29.6% |
| 10Y | +35.8% | +495.1% | -459.3% | +15.9% |
| All | +396.7% | +1,339.3% | -942.7% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling