+135.3%
PSX vs RMBS
+56.5%
+78.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | +1.8% | +3.5% | -1.6% | +1.6% |
| 30D | +21.6% | -8.6% | +30.2% | +22.4% |
| 3M | +46.5% | -40.3% | +86.8% | +52.1% |
| 6M | +62.0% | -1.0% | +63.0% | +56.0% |
| YTD | +106.3% | -4.6% | +110.9% | +97.2% |
| 1Y | +103.0% | +17.6% | +85.4% | +85.0% |
| All | +135.3% | +56.5% | +78.8% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling