+415.3%
PR vs RMBS
+250.7%
+164.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +18.0% | -12.2% | +30.2% | +20.4% |
| 3M | +16.9% | -49.5% | +66.4% | +30.7% |
| 6M | +28.2% | -7.1% | +35.4% | +21.6% |
| YTD | +69.3% | -7.0% | +76.3% | +57.7% |
| 1Y | +69.5% | +13.3% | +56.2% | +45.2% |
| 3Y | +81.7% | +49.2% | +32.4% | +31.7% |
| All | +415.3% | +250.7% | +164.6% | +157.3% |
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