+79.3%
PR vs RMBS
+51.0%
+28.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +2.9% | -0.3% | +3.3% | +2.9% |
| 30D | +18.0% | -12.2% | +30.2% | +19.7% |
| 3M | +16.9% | -49.5% | +66.4% | +26.6% |
| 6M | +28.2% | -7.1% | +35.4% | +22.9% |
| YTD | +69.3% | -7.0% | +76.3% | +59.9% |
| 1Y | +69.5% | +13.3% | +56.2% | +49.6% |
| All | +79.3% | +51.0% | +28.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling