+17.6%
RMBS vs PTC
-39.6%
+57.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +0.6% |
| 7D | +3.5% | -13.6% | +17.0% | +2.2% |
| 30D | -8.6% | -14.7% | +6.1% | -9.7% |
| 3M | -40.3% | -5.9% | -34.4% | -38.1% |
| 6M | -1.0% | -21.1% | +20.1% | +13.6% |
| YTD | -4.6% | -26.0% | +21.4% | +13.9% |
| 1Y | +17.6% | -36.8% | +54.4% | +89.2% |
| All | +17.6% | -39.6% | +57.2% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling