0.0%
PPL vs RMBS
-27.4%
+27.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.6% | -0.2% |
| 7D | -1.2% | -3.9% | +2.7% | -1.2% |
| 30D | +4.2% | -24.9% | +29.1% | +4.1% |
| 3M | +1.5% | -20.5% | +22.0% | +1.5% |
| 6M | +1.0% | -37.5% | +38.6% | +0.6% |
| YTD | +4.4% | -12.1% | +16.5% | +2.8% |
| All | 0.0% | -27.4% | +27.5% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling