+221.7%
PR vs RMBS
+208.7%
+13.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.0% | +0.7% |
| 7D | -16.4% | -12.0% | -4.5% | -14.7% |
| 30D | -1.9% | -33.1% | +31.3% | +4.4% |
| 3M | +8.0% | -23.7% | +31.7% | +11.6% |
| 6M | +4.1% | -42.7% | +46.8% | +11.1% |
| YTD | +58.7% | -18.9% | +77.6% | +49.6% |
| 1Y | +75.8% | -30.0% | +105.8% | +70.9% |
| 3Y | +73.2% | +28.8% | +44.3% | +28.8% |
| All | +221.7% | +208.7% | +13.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling