+797.1%
PH vs RMBS
+571.6%
+225.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | 0.0% | +3.5% | -3.4% | -1.0% |
| 30D | -10.3% | -8.6% | -1.7% | -8.1% |
| 3M | +5.1% | -40.3% | +45.4% | +20.3% |
| 6M | +2.3% | -1.0% | +3.3% | -4.9% |
| YTD | +8.7% | -4.6% | +13.3% | -0.4% |
| 1Y | +26.8% | +17.6% | +9.2% | +4.0% |
| 3Y | +139.2% | +58.6% | +80.5% | +55.9% |
| 5Y | +251.1% | +270.9% | -19.8% | +39.9% |
| All | +797.1% | +571.6% | +225.5% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling