+213.5%
PH vs RMBS
+230.6%
-17.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | -8.4% | +10.6% | +3.8% |
| 30D | +0.3% | -24.9% | +25.1% | +6.1% |
| 3M | -8.8% | -15.8% | +7.0% | -6.4% |
| 6M | +10.0% | -37.5% | +47.6% | +17.8% |
| YTD | +10.5% | -12.1% | +22.6% | +4.5% |
| 1Y | +15.5% | -27.0% | +42.5% | +14.1% |
| 3Y | +136.4% | +28.8% | +107.5% | +82.0% |
| All | +213.5% | +230.6% | -17.1% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling