+169.5%
PR vs RMBS
+521.1%
-351.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +18.0% | -12.2% | +30.2% | +21.1% |
| 3M | +16.9% | -49.5% | +66.4% | +34.1% |
| 6M | +28.2% | -7.1% | +35.4% | +20.9% |
| YTD | +69.3% | -7.0% | +76.3% | +56.5% |
| 1Y | +69.5% | +13.3% | +56.2% | +43.1% |
| 3Y | +81.7% | +49.2% | +32.4% | +28.5% |
| 5Y | +422.2% | +250.0% | +172.3% | +155.5% |
| 10Y | +110.4% | +495.1% | -384.8% | -12.1% |
| All | +169.5% | +521.1% | -351.6% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling