+245.1%
PWR vs RMBS
+36.5%
+208.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +19.1% | +21.9% | -2.9% | +12.4% |
| 30D | -12.0% | -13.4% | +1.4% | -8.3% |
| 3M | -10.6% | -15.9% | +5.3% | -6.5% |
| 6M | -20.8% | -34.8% | +14.0% | -12.9% |
| YTD | +43.7% | -7.5% | +51.3% | +37.8% |
| 1Y | +35.0% | -16.9% | +51.8% | +33.2% |
| All | +245.1% | +36.5% | +208.7% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling