+3.5%
PMBS price history and return analytics
+36.1%
-32.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.0% |
| 30D | +1.0% | -1.5% | +2.5% | +1.1% |
| 3M | -3.1% | -4.1% | +1.1% | -2.8% |
| 6M | -3.1% | +0.6% | -3.7% | -3.2% |
| YTD | -2.3% | +11.0% | -13.3% | -2.8% |
| 1Y | -1.3% | +13.3% | -14.7% | -1.9% |
| All | +3.5% | +36.1% | -32.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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