+1,308.6%
PNC vs RMBS
+1,376.2%
-67.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | -4.4% | -8.6% | +4.2% | -3.5% |
| 3M | +4.5% | -40.3% | +44.8% | +9.9% |
| 6M | +19.1% | -1.0% | +20.0% | +16.4% |
| YTD | +18.0% | -4.6% | +22.6% | +15.1% |
| 1Y | +24.1% | +17.6% | +6.5% | +17.0% |
| 3Y | +130.0% | +58.6% | +71.4% | +103.2% |
| 5Y | +50.4% | +270.9% | -220.5% | +18.9% |
| 10Y | +271.3% | +569.1% | -297.8% | +172.4% |
| All | +1,308.6% | +1,376.2% | -67.7% | +577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling