+6,655.6%
PH vs RMBS
+1,260.2%
+5,395.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | -8.4% | +10.6% | +3.1% |
| 30D | +0.3% | -24.9% | +25.1% | +3.6% |
| 3M | -8.8% | -15.8% | +7.0% | -7.3% |
| 6M | +10.0% | -37.5% | +47.6% | +14.7% |
| YTD | +10.5% | -12.1% | +22.6% | +8.7% |
| 1Y | +15.5% | -27.0% | +42.5% | +16.0% |
| 3Y | +136.4% | +28.8% | +107.5% | +114.9% |
| 5Y | +213.6% | +236.2% | -22.6% | +151.7% |
| 10Y | +713.9% | +546.6% | +167.3% | +505.6% |
| All | +6,655.6% | +1,260.2% | +5,395.5% | +3,565.4% |
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 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