+1,318.7%
PPL vs RMBS
+1,155.2%
+163.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.5% | -0.8% |
| 7D | +0.4% | -12.0% | +12.4% | +0.8% |
| 30D | +5.4% | -33.1% | +38.6% | +7.0% |
| 3M | +4.3% | -23.7% | +28.0% | +5.1% |
| 6M | -1.3% | -42.7% | +41.4% | +0.2% |
| YTD | +4.7% | -18.9% | +23.6% | +4.1% |
| 1Y | +1.3% | -30.0% | +31.3% | +1.3% |
| 3Y | +57.2% | +28.8% | +28.4% | +50.6% |
| 5Y | +48.2% | +210.5% | -162.3% | +35.2% |
| 10Y | +62.7% | +524.7% | -462.0% | +42.8% |
| All | +1,318.7% | +1,155.2% | +163.5% | +985.7% |
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