+3,305.7%
PSA vs RMBS
+1,363.4%
+1,942.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | -8.2% | -14.4% | +6.3% | -7.3% |
| 3M | -2.1% | -42.8% | +40.7% | +1.0% |
| 6M | -0.2% | -1.4% | +1.2% | -1.4% |
| YTD | +18.5% | -5.4% | +23.9% | +17.0% |
| 1Y | +6.6% | +18.6% | -12.0% | +3.0% |
| 3Y | +24.5% | +57.3% | -32.8% | +15.4% |
| 5Y | +13.6% | +265.7% | -252.1% | -1.6% |
| 10Y | +102.0% | +546.0% | -444.1% | +65.5% |
| All | +3,305.7% | +1,363.4% | +1,942.3% | +2,092.1% |
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