+411.1%
PWR vs RMBS
+240.2%
+170.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.3% |
| 7D | +11.3% | +10.3% | +1.0% | +8.1% |
| 30D | -8.9% | -10.7% | +1.9% | -5.6% |
| 3M | -10.5% | -17.2% | +6.7% | -5.8% |
| 6M | -22.2% | -39.0% | +16.9% | -12.3% |
| YTD | +42.7% | -10.5% | +53.3% | +38.0% |
| 1Y | +41.1% | -11.0% | +52.1% | +36.5% |
| 3Y | +242.7% | +31.3% | +211.4% | +171.6% |
| All | +411.1% | +240.2% | +170.9% | +135.0% |
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