-17.4%
RMBS vs PNR
-31.2%
+13.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -7.5% |
| 7D | -8.9% | +11.9% | -20.8% | -14.2% |
| 30D | -24.8% | +37.1% | -62.0% | -37.5% |
| 3M | -17.6% | +5.7% | -23.3% | -17.9% |
| 6M | -25.7% | -5.7% | -20.0% | -19.1% |
| YTD | -9.8% | -29.8% | +20.0% | +43.6% |
| 1Y | -17.4% | -31.8% | +14.4% | +35.3% |
| All | -17.4% | -31.2% | +13.8% | +35.3% |
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