+50.9%
PNC vs RMBS
+265.4%
-214.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -0.6% | +1.8% | -2.3% | -0.8% |
| 30D | -4.4% | -13.9% | +9.5% | -2.6% |
| 3M | +5.2% | -39.8% | +45.0% | +11.7% |
| 6M | +20.6% | -6.0% | +26.6% | +16.7% |
| YTD | +19.8% | -5.4% | +25.1% | +14.4% |
| 1Y | +24.4% | -1.8% | +26.2% | +16.5% |
| 3Y | +131.2% | +53.7% | +77.6% | +87.2% |
| All | +50.9% | +265.4% | -214.5% | -6.5% |
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