+57.3%
RMBS vs PTC
-8.0%
+65.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +4.1% |
| 7D | +3.0% | -12.8% | +15.7% | +9.1% |
| 30D | -14.4% | -9.8% | -4.6% | -11.1% |
| 3M | -42.8% | -2.1% | -40.8% | -43.7% |
| 6M | -1.4% | -18.1% | +16.7% | +9.5% |
| YTD | -5.4% | -23.5% | +18.1% | +10.4% |
| 1Y | +18.6% | -37.4% | +55.9% | +64.5% |
| 3Y | +57.3% | -7.2% | +64.5% | +43.9% |
| All | +57.3% | -8.0% | +65.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling