+361.6%
PSX vs RMBS
+534.0%
-172.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +7.8% | +10.3% | -2.5% | +5.9% |
| 30D | -10.9% | -10.7% | -0.2% | -9.5% |
| 3M | +14.5% | -17.2% | +31.7% | +16.9% |
| 6M | +56.1% | -39.0% | +95.1% | +65.2% |
| YTD | +109.6% | -10.5% | +120.1% | +94.4% |
| 1Y | +95.5% | -11.0% | +106.5% | +80.8% |
| 3Y | +156.2% | +31.3% | +124.9% | +93.8% |
| 5Y | +310.0% | +242.8% | +67.2% | +98.1% |
| All | +361.6% | +534.0% | -172.4% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling