+159.0%
PM vs RMBS
+240.0%
-81.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | -8.4% | +1.8% | -6.8% |
| 30D | -3.4% | -24.9% | +21.4% | -4.0% |
| 3M | +5.3% | -15.8% | +21.1% | +5.1% |
| 6M | +15.5% | -37.5% | +53.0% | +14.9% |
| YTD | +24.3% | -12.1% | +36.4% | +23.5% |
| 1Y | +29.7% | -27.0% | +56.7% | +28.9% |
| 3Y | +144.9% | +28.8% | +116.1% | +140.6% |
| 5Y | +159.0% | +236.2% | -77.2% | +138.5% |
| All | +159.0% | +240.0% | -81.0% | +138.5% |
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