+2,521.4%
PWR vs RMBS
+566.4%
+1,955.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.5% |
| 7D | +4.2% | +1.8% | +2.4% | +3.6% |
| 30D | -4.0% | -13.9% | +9.9% | +0.6% |
| 3M | -4.8% | -39.8% | +35.0% | +10.8% |
| 6M | +14.6% | -6.0% | +20.6% | +11.1% |
| YTD | +54.2% | -5.4% | +59.6% | +45.5% |
| 1Y | +67.1% | -1.8% | +68.9% | +53.3% |
| 3Y | +218.5% | +53.7% | +164.8% | +125.7% |
| 5Y | +466.3% | +268.5% | +197.8% | +157.7% |
| All | +2,521.4% | +566.4% | +1,955.0% | +751.7% |
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