+8,087.4%
PWR vs RMBS
+554.6%
+7,532.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +11.3% | +10.3% | +1.0% | +9.4% |
| 30D | -8.9% | -10.7% | +1.9% | -6.8% |
| 3M | -10.5% | -17.2% | +6.7% | -7.5% |
| 6M | -22.2% | -39.0% | +16.9% | -15.8% |
| YTD | +42.7% | -10.5% | +53.3% | +41.4% |
| 1Y | +41.1% | -11.0% | +52.1% | +39.8% |
| 3Y | +242.7% | +31.3% | +211.4% | +206.2% |
| 5Y | +418.5% | +242.8% | +175.8% | +288.8% |
| 10Y | +1,855.0% | +536.9% | +1,318.0% | +1,208.9% |
| All | +8,087.4% | +554.6% | +7,532.9% | +3,533.7% |
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 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