+152.6%
PR vs RMBS
+441.6%
-289.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.0% | +0.4% |
| 7D | -16.4% | -12.0% | -4.5% | -14.3% |
| 30D | -1.9% | -33.1% | +31.3% | +6.3% |
| 3M | +8.0% | -23.7% | +31.7% | +12.6% |
| 6M | +4.1% | -42.7% | +46.8% | +12.9% |
| YTD | +58.7% | -18.9% | +77.6% | +49.0% |
| 1Y | +75.8% | -30.0% | +105.8% | +70.9% |
| 3Y | +73.2% | +28.8% | +44.3% | +26.4% |
| 5Y | +230.1% | +210.5% | +19.6% | +63.2% |
| 10Y | +67.4% | +524.7% | -457.4% | -28.6% |
| All | +152.6% | +441.6% | -289.1% | +6.9% |
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