+67.1%
PWR vs RMBS
+11.7%
+55.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.6% |
| 7D | +4.2% | +1.8% | +2.4% | +3.7% |
| 30D | -4.0% | -13.9% | +9.9% | -0.2% |
| 3M | -4.8% | -39.8% | +35.0% | +6.3% |
| 6M | +14.6% | -6.0% | +20.6% | +12.1% |
| YTD | +54.2% | -5.4% | +59.6% | +44.9% |
| 1Y | +67.1% | -1.8% | +68.9% | +53.8% |
| All | +67.1% | +11.7% | +55.4% | +53.8% |
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