Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMT-PA (PennyMac Mortgage Investment Trust) | -2.07% | 2.68% | 8.35% | 5.61% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 03/07/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMT-PA (PennyMac Mortgage Investment Trust) | 03/07/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.60 | 2.68 | 8.35 | 5.61 | NA | NA | NA | … | … | -2.07 | 12.06 | 5.82 | 18.99 | -9.49 | 13.22 | 3.35 | 20.61 | 2.12 | 9.37 |
| Sharpe Ratio | NA | -0.38 | 0.56 | 0.19 | NA | NA | NA | … | … | -0.76 | 0.87 | 0.18 | 0.67 | -0.50 | 1.45 | 0.03 | 1.78 | 0.10 | 2.35 |
| Standard Deviation(%) | NA | 8.91 | 12.93 | 16.49 | NA | NA | NA | … | … | 11.15 | 10.58 | 11.88 | 23.23 | 22.03 | 9.11 | 114.01 | 10.78 | 7.71 | 4.60 |
| Draw Down(%) | NA | 6.11 | 13.29 | 24.94 | NA | NA | NA | … | … | 6.11 | 8.82 | 8.26 | 16.95 | 24.94 | 4.24 | 69.82 | 5.98 | 7.95 | 1.86 |
| Yield(%) | 2.19 | 8.51 | 8.89 | 7.76 | 7.68 | 5.12 | 3.84 | … | … | 4.23 | 8.58 | 8.43 | 8.95 | 7.73 | 8.16 | 7.61 | 8.28 | 8.13 | 6.36 |
Data as of 06/04/2026, Common starting date is 03/07/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMT-PA (PennyMac Mortgage Investment Trust) |
-2.95%
Sep 2019 – Sep 2022 |
2.63%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMT-PA (PennyMac Mortgage Investment Trust) |
22.75%
Mar 2020 – Mar 2023 |
17.90%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart