Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFSI (PennyMac Financial Services, Inc.) | -37.74% | -13.09% | 10.24% | 7.31% | 20.59% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/09/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFSI (PennyMac Financial Services, Inc.) | 05/09/2013 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.61 | -13.09 | 10.24 | 7.31 | 20.59 | NA | NA | … | … | -37.74 | 30.55 | 16.79 | 57.84 | -17.61 | 7.67 | 95.34 | 60.72 | -1.28 | 34.27 | 8.36 | -11.19 | -1.45 | -8.11 |
| Sharpe Ratio | NA | -0.29 | 0.24 | 0.13 | 0.48 | NA | NA | … | … | -0.96 | 0.86 | 0.47 | 1.66 | -0.46 | 0.24 | 1.28 | 2.47 | -0.09 | 1.28 | 0.21 | -0.45 | -0.06 | -0.38 |
| Standard Deviation(%) | NA | 51.29 | 39.05 | 37.77 | 40.42 | NA | NA | … | … | 72.08 | 32.34 | 28.30 | 32.98 | 41.34 | 31.74 | 73.83 | 23.99 | 31.34 | 26.28 | 39.13 | 24.91 | 24.96 | 32.49 |
| Draw Down(%) | NA | 47.06 | 47.06 | 47.06 | 56.49 | NA | NA | … | … | 47.06 | 22.01 | 14.75 | 22.82 | 42.89 | 15.62 | 56.49 | 15.70 | 22.92 | 16.70 | 29.64 | 21.21 | 24.10 | 28.90 |
| Yield(%) | 0.00 | 1.26 | 1.69 | 1.58 | 4.50 | 2.23 | 1.67 | … | … | 0.46 | 1.20 | 1.14 | 1.39 | 1.14 | 1.29 | 1.62 | 0.56 | 1.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 05/09/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFSI (PennyMac Financial Services, Inc.) |
-16.26%
Jun 2013 – Jun 2016 |
-1.57%
Jun 2013 – Jun 2018 |
13.69%
Jun 2013 – Jun 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFSI (PennyMac Financial Services, Inc.) |
51.67%
Jul 2018 – Jul 2021 |
43.21%
Mar 2016 – Mar 2021 |
25.41%
Dec 2015 – Dec 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart