+82.2%
PR vs RMBS
+555.1%
-472.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +6.7% | +21.9% | -15.2% | +1.9% |
| 30D | -6.1% | -13.4% | +7.3% | -3.8% |
| 3M | +6.9% | -15.9% | +22.7% | +9.3% |
| 6M | +14.6% | -34.8% | +49.4% | +20.9% |
| YTD | +66.1% | -7.5% | +73.7% | +50.8% |
| 1Y | +77.0% | -16.9% | +93.9% | +64.6% |
| 3Y | +93.8% | +35.5% | +58.3% | +39.1% |
| 5Y | +268.2% | +254.2% | +14.1% | +67.9% |
| All | +82.2% | +555.1% | -472.9% | -26.1% |
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