+14.2%
PH vs RMBS
-18.4%
+32.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +4.1% | +10.3% | -6.2% | +2.7% |
| 30D | -0.1% | -10.7% | +10.7% | +1.1% |
| 3M | -9.6% | -17.2% | +7.7% | -8.1% |
| 6M | +8.5% | -39.0% | +47.5% | +12.6% |
| YTD | +9.4% | -10.5% | +19.9% | +3.0% |
| 1Y | +14.2% | -11.0% | +25.2% | +7.4% |
| All | +14.2% | -18.4% | +32.6% | +7.4% |
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 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