+838.9%
RMBS vs PFG
+979.8%
-140.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +21.9% | +0.1% | +21.8% | +21.9% |
| 30D | -13.4% | +5.0% | -18.4% | -15.1% |
| 3M | -15.9% | +0.1% | -15.9% | -16.3% |
| 6M | -34.8% | +13.8% | -48.6% | -38.9% |
| YTD | -7.5% | +31.2% | -38.8% | -17.8% |
| 1Y | -16.9% | +37.1% | -53.9% | -27.3% |
| 3Y | +35.5% | +80.6% | -45.1% | +6.6% |
| 5Y | +254.2% | +93.7% | +160.5% | +167.6% |
| 10Y | +558.2% | +185.5% | +372.7% | +301.6% |
| All | +838.9% | +979.8% | -140.9% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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