+10.6%
PH vs RMBS
-48.1%
+58.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| 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% | -2.2% |
| 3M | +10.6% | -49.5% | +60.1% | +15.8% |
| All | +10.6% | -48.1% | +58.7% | +15.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling