-17.4%
RMBS vs PPG
+38.5%
-55.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -8.4% |
| 7D | -8.9% | +7.5% | -16.4% | -12.6% |
| 30D | -24.8% | +20.9% | -45.7% | -32.9% |
| 3M | -17.6% | +8.7% | -26.3% | -21.6% |
| 6M | -25.7% | +23.8% | -49.5% | -36.2% |
| YTD | -9.8% | +26.5% | -36.3% | -26.6% |
| 1Y | -17.4% | +37.6% | -55.0% | -33.7% |
| All | -17.4% | +38.5% | -55.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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