Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMT (PennyMac Mortgage Investment Trust) | -16.00% | -5.73% | 6.29% | -1.26% | 7.02% | 8.04% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/30/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMT (PennyMac Mortgage Investment Trust) | 07/30/2009 | 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 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.23 | -5.73 | 6.29 | -1.26 | 7.02 | 8.04 | NA | … | … | -16.00 | 13.23 | -5.38 | 36.11 | -18.07 | 8.48 | -12.95 | 30.29 | 28.10 | 9.47 | 21.51 | -18.22 | 5.09 | 0.08 | 69.67 | 1.84 | 10.39 | -10.05 |
| Sharpe Ratio | NA | -0.23 | 0.23 | -0.10 | 0.14 | NA | NA | … | … | -1.02 | 0.41 | -0.40 | 1.02 | -0.50 | 0.39 | -0.12 | 1.99 | 1.44 | 0.58 | 0.72 | -0.77 | 0.32 | 0.00 | 3.57 | 0.07 | 0.51 | -1.30 |
| Standard Deviation(%) | NA | 26.66 | 27.28 | 29.61 | 42.79 | NA | NA | … | … | 32.44 | 25.53 | 22.74 | 32.06 | 39.42 | 21.90 | 111.92 | 14.47 | 18.59 | 15.30 | 29.55 | 23.70 | 15.65 | 25.52 | 19.68 | 24.83 | 20.20 | 16.98 |
| Draw Down(%) | NA | 22.99 | 24.23 | 39.81 | 75.89 | NA | NA | … | … | 22.99 | 15.61 | 12.42 | 28.17 | 34.58 | 16.78 | 75.89 | 7.08 | 14.61 | 14.41 | 29.84 | 31.91 | 12.80 | 30.17 | 11.30 | 16.09 | 12.40 | 15.29 |
| Yield(%) | 0.00 | 13.01 | 13.08 | 8.45 | 11.11 | 11.21 | 7.90 | … | … | 3.16 | 12.74 | 10.67 | 12.56 | 10.20 | 11.02 | 6.84 | 9.98 | 11.82 | 11.34 | 12.07 | 10.08 | 12.77 | 8.77 | 13.22 | 10.14 | 4.45 | 0.00 |
Data as of 06/04/2026, Common starting date is 07/30/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMT (PennyMac Mortgage Investment Trust) |
-10.61%
Sep 2019 – Sep 2022 |
-3.21%
Apr 2015 – Apr 2020 |
3.45%
Mar 2013 – Mar 2023 |
8.19%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMT (PennyMac Mortgage Investment Trust) |
29.29%
Feb 2016 – Feb 2019 |
19.55%
Apr 2016 – Apr 2021 |
15.02%
Jan 2010 – Jan 2020 |
10.38%
Feb 2010 – Feb 2025 |
Annualized Rolling Returns Comparison Chart