+376.3%
PSX vs RMBS
+554.0%
-177.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.4% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | +15.8% | -11.5% | +27.3% | +18.2% |
| 3M | +43.0% | -38.2% | +81.2% | +54.5% |
| 6M | +61.1% | -4.8% | +65.8% | +52.3% |
| YTD | +104.5% | -7.1% | +111.6% | +90.7% |
| 1Y | +102.5% | +10.7% | +91.8% | +76.2% |
| 3Y | +133.5% | +54.5% | +79.0% | +68.6% |
| 5Y | +367.0% | +261.7% | +105.3% | +124.9% |
| All | +376.3% | +554.0% | -177.7% | +69.7% |
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