+6,589.2%
PH vs RMBS
+1,284.9%
+5,304.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +4.1% | +10.3% | -6.2% | +2.8% |
| 30D | -0.1% | -10.7% | +10.7% | +1.1% |
| 3M | -9.6% | -17.2% | +7.7% | -7.9% |
| 6M | +8.5% | -39.0% | +47.5% | +13.5% |
| YTD | +9.4% | -10.5% | +19.9% | +7.3% |
| 1Y | +14.2% | -11.0% | +25.2% | +11.9% |
| 3Y | +134.0% | +31.3% | +102.7% | +112.3% |
| 5Y | +203.8% | +242.8% | -39.0% | +143.3% |
| 10Y | +695.6% | +536.9% | +158.7% | +492.3% |
| All | +6,589.2% | +1,284.9% | +5,304.3% | +3,520.3% |
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 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