+33.3%
PLD vs RMBS
+28.3%
+5.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -1.8% |
| 7D | -0.8% | -12.0% | +11.2% | 0.0% |
| 30D | -0.3% | -33.1% | +32.9% | +2.6% |
| 3M | -8.0% | -23.7% | +15.7% | -6.6% |
| 6M | -9.8% | -42.7% | +32.9% | -7.0% |
| YTD | +1.8% | -18.9% | +20.7% | -0.9% |
| 1Y | +5.6% | -30.0% | +35.6% | +4.4% |
| 3Y | +33.3% | +28.8% | +4.5% | +12.2% |
| All | +33.3% | +28.3% | +5.0% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling