+28.2%
PH vs RMBS
+16.3%
+11.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -3.2% | -12.2% | +8.9% | -1.9% |
| 3M | +10.6% | -49.5% | +60.1% | +18.2% |
| 6M | -2.1% | -7.1% | +5.0% | -4.7% |
| YTD | +10.2% | -7.0% | +17.2% | +6.1% |
| 1Y | +28.2% | +13.3% | +14.9% | +19.5% |
| All | +28.2% | +16.3% | +11.9% | +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