+3,694.2%
PSA vs RMBS
+1,284.9%
+2,409.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -1.4% | +10.3% | -11.8% | -2.1% |
| 30D | +15.2% | -10.7% | +25.9% | +15.7% |
| 3M | +2.2% | -17.2% | +19.4% | +3.0% |
| 6M | +11.7% | -39.0% | +50.7% | +14.0% |
| YTD | +32.0% | -10.5% | +42.5% | +30.2% |
| 1Y | +26.3% | -11.0% | +37.3% | +24.4% |
| 3Y | +52.4% | +31.3% | +21.0% | +42.6% |
| 5Y | +26.3% | +242.8% | -216.5% | +9.3% |
| 10Y | +132.3% | +536.9% | -404.6% | +89.7% |
| All | +3,694.2% | +1,284.9% | +2,409.3% | +2,339.6% |
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 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