+371.1%
PSX vs RMBS
+267.8%
+103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +1.8% | +3.5% | -1.6% | +1.5% |
| 30D | +21.6% | -8.6% | +30.2% | +22.6% |
| 3M | +46.5% | -40.3% | +86.8% | +53.4% |
| 6M | +62.0% | -1.0% | +63.0% | +55.7% |
| YTD | +106.3% | -4.6% | +110.9% | +96.9% |
| 1Y | +103.0% | +17.6% | +85.4% | +84.5% |
| 3Y | +135.5% | +58.6% | +76.9% | +93.2% |
| All | +371.1% | +267.8% | +103.2% | +216.1% |
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