+57.6%
PPL vs RMBS
+557.5%
-500.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | 0.0% | +3.5% | -3.4% | -0.2% |
| 30D | -1.3% | -8.6% | +7.3% | -0.6% |
| 3M | -2.6% | -40.3% | +37.7% | +0.9% |
| 6M | -8.4% | -1.0% | -7.4% | -10.5% |
| YTD | +0.2% | -4.6% | +4.8% | -2.3% |
| 1Y | -0.2% | +17.6% | -17.8% | -5.8% |
| 3Y | +52.9% | +58.6% | -5.7% | +32.6% |
| 5Y | +36.8% | +270.9% | -234.1% | -5.5% |
| 10Y | +57.6% | +569.1% | -511.5% | -12.6% |
| All | +57.6% | +557.5% | -500.0% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling