+84.9%
PR vs RMBS
+34.6%
+50.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -9.5% | -8.4% | -1.1% | -8.7% |
| 30D | -5.7% | -24.9% | +19.2% | -2.8% |
| 3M | +3.0% | -15.8% | +18.8% | +4.2% |
| 6M | +11.8% | -37.5% | +49.3% | +16.1% |
| YTD | +58.5% | -12.1% | +70.6% | +48.6% |
| 1Y | +69.9% | -27.0% | +96.9% | +65.2% |
| 3Y | +84.9% | +28.8% | +56.1% | +40.7% |
| All | +84.9% | +34.6% | +50.3% | +40.7% |
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 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