+7.6%
PSA vs RMBS
+16.3%
-8.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -3.7% | -0.3% | -3.3% | -3.7% |
| 30D | -7.7% | -12.2% | +4.4% | -7.4% |
| 3M | -0.6% | -49.5% | +48.9% | +2.4% |
| 6M | -0.9% | -7.1% | +6.2% | -2.1% |
| YTD | +18.7% | -7.0% | +25.7% | +16.9% |
| 1Y | +7.6% | +13.3% | -5.7% | +4.0% |
| All | +7.6% | +16.3% | -8.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling