+558.9%
RMBS vs PNR
+66.2%
+492.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +1.8% | -6.0% | +7.8% | +5.6% |
| 30D | -13.9% | -14.0% | +0.1% | -5.9% |
| 3M | -39.8% | -21.7% | -18.1% | -31.7% |
| 6M | -6.0% | -37.3% | +31.3% | +24.9% |
| YTD | -5.4% | -45.1% | +39.8% | +37.3% |
| 1Y | -1.8% | -49.1% | +47.3% | +49.4% |
| 3Y | +53.7% | -14.8% | +68.5% | +75.9% |
| 5Y | +268.5% | -21.0% | +289.5% | +329.4% |
| All | +558.9% | +66.2% | +492.7% | +389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling