+1,059.0%
RMBS vs PPG
+655.4%
+403.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.3% |
| 7D | +3.5% | -3.7% | +7.2% | +5.8% |
| 30D | -8.6% | -7.2% | -1.4% | -4.6% |
| 3M | -40.3% | -7.3% | -33.0% | -37.9% |
| 6M | -1.0% | +0.3% | -1.2% | -1.9% |
| YTD | -4.6% | +6.5% | -11.1% | -9.1% |
| 1Y | +17.6% | +0.5% | +17.0% | +15.5% |
| 3Y | +58.6% | -15.3% | +73.9% | +72.6% |
| 5Y | +270.9% | -22.9% | +293.8% | +314.1% |
| 10Y | +569.1% | +28.4% | +540.7% | +415.3% |
| All | +1,059.0% | +655.4% | +403.6% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling