+13.3%
RMBS vs PNR
-43.1%
+56.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -0.3% | -2.4% | +2.0% | +1.5% |
| 30D | -12.2% | -12.8% | +0.6% | -2.3% |
| 3M | -49.5% | -17.0% | -32.5% | -43.4% |
| 6M | -7.1% | -37.4% | +30.3% | +56.9% |
| YTD | -7.0% | -41.6% | +34.6% | +71.1% |
| 1Y | +13.3% | -44.6% | +58.0% | +137.4% |
| All | +13.3% | -43.1% | +56.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling