+140.8%
PH vs RMBS
+55.1%
+85.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | -10.8% | -14.4% | +3.6% | -8.3% |
| 3M | +8.5% | -42.8% | +51.3% | +19.5% |
| 6M | +3.9% | -1.4% | +5.3% | -1.1% |
| YTD | +9.4% | -5.4% | +14.9% | +3.2% |
| 1Y | +26.8% | +18.6% | +8.2% | +10.1% |
| 3Y | +140.8% | +57.3% | +83.5% | +85.4% |
| All | +140.8% | +55.1% | +85.7% | +85.4% |
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 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