+12.3%
PWR vs RMBS
-31.7%
+44.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -15.9% | +3.6% | -7.4% |
| 7D | -19.9% | -23.4% | +3.6% | -13.1% |
| 30D | -29.3% | -38.9% | +9.7% | -18.7% |
| 3M | -25.5% | -28.4% | +2.9% | -18.1% |
| 6M | -34.0% | -40.9% | +6.9% | -24.9% |
| YTD | +20.7% | -24.2% | +44.9% | +18.8% |
| 1Y | +12.3% | -35.8% | +48.2% | +18.3% |
| All | +12.3% | -31.7% | +44.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling