+1,023.6%
RMBS vs PTC
+260.9%
+762.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +21.9% | +0.8% | +21.1% | +21.6% |
| 30D | -13.4% | +1.2% | -14.6% | -13.8% |
| 3M | -15.9% | +32.6% | -48.5% | -26.9% |
| 6M | -34.8% | +36.1% | -70.9% | -45.2% |
| YTD | -7.5% | +12.7% | -20.2% | -17.1% |
| 1Y | -16.9% | +10.2% | -27.0% | -24.7% |
| 3Y | +35.5% | +29.4% | +6.1% | +16.4% |
| 5Y | +254.2% | +61.1% | +193.1% | +179.7% |
| 10Y | +558.2% | +317.1% | +241.1% | +247.3% |
| All | +1,023.6% | +260.9% | +762.7% | +216.7% |
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