+14.9%
PSA vs RMBS
+265.4%
-250.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -1.8% | +1.8% | -3.6% | -1.9% |
| 30D | -8.4% | -13.9% | +5.5% | -7.6% |
| 3M | -7.8% | -39.8% | +32.0% | -5.2% |
| 6M | +0.8% | -6.0% | +6.8% | -0.4% |
| YTD | +16.5% | -5.4% | +21.8% | +14.5% |
| 1Y | +4.7% | -1.8% | +6.5% | +2.0% |
| 3Y | +21.1% | +53.7% | -32.6% | +10.1% |
| All | +14.9% | +265.4% | -250.5% | -17.6% |
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