+128.7%
PM vs RMBS
+269.8%
-141.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | -1.2% | +3.5% | -4.6% | -1.1% |
| 30D | -0.2% | -8.6% | +8.4% | -0.3% |
| 3M | +4.9% | -40.3% | +45.2% | +4.3% |
| 6M | +9.0% | -1.0% | +10.0% | +8.4% |
| YTD | +17.8% | -4.6% | +22.4% | +17.1% |
| 1Y | +16.8% | +17.6% | -0.8% | +15.7% |
| 3Y | +125.4% | +58.6% | +66.8% | +119.6% |
| 5Y | +128.7% | +270.9% | -142.2% | +104.2% |
| All | +128.7% | +269.8% | -141.1% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling