+344.0%
RMBS vs PSLV
+120.6%
+223.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +3.5% | +3.3% | +0.1% | +2.7% |
| 30D | -8.6% | +2.1% | -10.7% | -9.0% |
| 3M | -40.3% | +7.1% | -47.4% | -41.3% |
| 6M | -1.0% | -21.6% | +20.6% | +3.8% |
| YTD | -4.6% | -6.7% | +2.1% | -4.8% |
| 1Y | +17.6% | +59.3% | -41.7% | +5.6% |
| 3Y | +58.6% | +182.1% | -123.5% | +28.7% |
| 5Y | +270.9% | +162.6% | +108.3% | +201.4% |
| 10Y | +569.1% | +203.0% | +366.1% | +420.3% |
| All | +344.0% | +120.6% | +223.4% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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