+208.8%
PM vs RMBS
+554.0%
-345.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.3% |
| 7D | +1.9% | +1.2% | +0.7% | +1.9% |
| 30D | +1.9% | -11.5% | +13.4% | +2.5% |
| 3M | +4.6% | -38.2% | +42.8% | +6.9% |
| 6M | +11.7% | -4.8% | +16.4% | +9.4% |
| YTD | +20.4% | -7.1% | +27.5% | +17.5% |
| 1Y | +19.0% | +10.7% | +8.3% | +13.1% |
| 3Y | +130.4% | +54.5% | +75.9% | +101.7% |
| 5Y | +131.5% | +261.7% | -130.2% | +64.3% |
| All | +208.8% | +554.0% | -345.2% | +78.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling