+569.1%
RMBS vs PTC
+196.2%
+372.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.4% |
| 7D | +3.5% | -13.6% | +17.0% | +10.5% |
| 30D | -8.6% | -14.7% | +6.1% | -2.2% |
| 3M | -40.3% | -5.9% | -34.4% | -40.6% |
| 6M | -1.0% | -21.1% | +20.1% | +6.9% |
| YTD | -4.6% | -26.0% | +21.4% | +6.4% |
| 1Y | +17.6% | -36.8% | +54.4% | +43.3% |
| 3Y | +58.6% | -10.3% | +68.9% | +60.9% |
| 5Y | +270.9% | +1.2% | +269.7% | +249.3% |
| 10Y | +569.1% | +198.3% | +370.8% | +297.8% |
| All | +569.1% | +196.2% | +372.9% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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