+251.1%
PH vs RMBS
+269.8%
-18.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | 0.0% | +3.5% | -3.4% | -0.7% |
| 30D | -10.3% | -8.6% | -1.7% | -8.7% |
| 3M | +5.1% | -40.3% | +45.4% | +16.1% |
| 6M | +2.3% | -1.0% | +3.3% | -3.1% |
| YTD | +8.7% | -4.6% | +13.3% | +1.9% |
| 1Y | +26.8% | +17.6% | +9.2% | +9.4% |
| 3Y | +139.2% | +58.6% | +80.5% | +74.7% |
| 5Y | +251.1% | +270.9% | -19.8% | +72.3% |
| All | +251.1% | +269.8% | -18.7% | +72.3% |
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