+1,030.0%
RMBS vs PTC
+159.3%
+870.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.4% | +3.6% |
| 7D | -0.3% | -10.3% | +9.9% | +3.7% |
| 30D | -12.2% | +1.1% | -13.3% | -13.1% |
| 3M | -49.5% | +1.6% | -51.1% | -51.1% |
| 6M | -7.1% | -13.5% | +6.3% | -5.2% |
| YTD | -7.0% | -19.1% | +12.1% | -2.7% |
| 1Y | +13.3% | -33.9% | +47.2% | +28.4% |
| 3Y | +49.2% | -3.9% | +53.2% | +47.9% |
| 5Y | +250.0% | +6.0% | +243.9% | +231.8% |
| 10Y | +495.1% | +223.7% | +271.4% | +255.2% |
| All | +1,030.0% | +159.3% | +870.7% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling