+8,390.6%
PWR vs RMBS
+580.3%
+7,810.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | -8.6% | -12.2% | +3.6% | -6.6% |
| 3M | -13.2% | -49.5% | +36.4% | -2.7% |
| 6M | +9.9% | -7.1% | +17.0% | +9.2% |
| YTD | +48.0% | -7.0% | +55.0% | +45.6% |
| 1Y | +66.2% | +13.3% | +52.8% | +56.9% |
| 3Y | +195.1% | +49.2% | +145.9% | +157.1% |
| 5Y | +442.6% | +250.0% | +192.6% | +305.1% |
| 10Y | +2,334.2% | +495.1% | +1,839.1% | +1,542.9% |
| All | +8,390.6% | +580.3% | +7,810.3% | +3,642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling