+1.6%
PG vs RMBS
+55.3%
-53.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.7% |
| 7D | -0.8% | +1.8% | -2.6% | -0.7% |
| 30D | +0.8% | -13.9% | +14.7% | +0.3% |
| 3M | -1.3% | -39.8% | +38.5% | -3.0% |
| 6M | -3.8% | -6.0% | +2.2% | -3.7% |
| YTD | +3.6% | -5.4% | +9.0% | +4.0% |
| 1Y | -5.7% | -1.8% | -3.9% | -5.1% |
| 3Y | +1.6% | +53.7% | -52.1% | +4.2% |
| All | +1.6% | +55.3% | -53.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling