+147.8%
PR vs RMBS
+406.4%
-258.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -15.9% | +11.1% | -1.4% |
| 7D | -16.5% | -23.4% | +6.9% | -11.9% |
| 30D | -4.5% | -38.9% | +34.4% | +5.5% |
| 3M | +8.5% | -28.4% | +36.9% | +14.8% |
| 6M | -3.3% | -40.9% | +37.6% | +3.6% |
| YTD | +55.7% | -24.2% | +79.9% | +48.4% |
| 1Y | +82.0% | -35.8% | +117.9% | +80.5% |
| 3Y | +62.5% | +20.0% | +42.5% | +20.5% |
| 5Y | +223.9% | +190.3% | +33.6% | +62.5% |
| 10Y | +64.2% | +484.1% | -419.9% | -28.9% |
| All | +147.8% | +406.4% | -258.6% | +6.4% |
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