+6,637.6%
PH vs RMBS
+1,339.3%
+5,298.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -3.2% | -12.2% | +8.9% | -1.8% |
| 3M | +10.6% | -49.5% | +60.1% | +19.3% |
| 6M | -2.1% | -7.1% | +5.0% | -3.3% |
| YTD | +10.2% | -7.0% | +17.2% | +8.1% |
| 1Y | +28.2% | +13.3% | +14.9% | +21.6% |
| 3Y | +134.9% | +49.2% | +85.6% | +110.2% |
| 5Y | +253.6% | +250.0% | +3.7% | +183.7% |
| 10Y | +804.7% | +495.1% | +309.6% | +579.9% |
| All | +6,637.6% | +1,339.3% | +5,298.2% | +3,546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling