+302.5%
PSX vs RMBS
+240.2%
+62.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | +7.8% | +10.3% | -2.5% | +6.8% |
| 30D | -10.9% | -10.7% | -0.2% | -10.2% |
| 3M | +14.5% | -17.2% | +31.7% | +15.8% |
| 6M | +56.1% | -39.0% | +95.1% | +61.1% |
| YTD | +109.6% | -10.5% | +120.1% | +100.0% |
| 1Y | +95.5% | -11.0% | +106.5% | +86.3% |
| 3Y | +156.2% | +31.3% | +124.9% | +115.3% |
| All | +302.5% | +240.2% | +62.3% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling