Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMT-PB (PennyMac Mortgage Investment Trust) | -0.03% | 2.99% | 8.88% | 5.48% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/30/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMT-PB (PennyMac Mortgage Investment Trust) | 06/30/2017 | 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 (%) | 0.32 | 2.99 | 8.88 | 5.48 | NA | NA | NA | … | … | -0.03 | 11.15 | 6.18 | 22.86 | -13.40 | 13.99 | 3.46 | 20.88 | 0.82 | 4.99 |
| Sharpe Ratio | NA | -0.34 | 0.59 | 0.19 | NA | NA | NA | … | … | -0.44 | 0.81 | 0.23 | 0.97 | -0.69 | 1.16 | 0.03 | 2.60 | -0.08 | 1.87 |
| Standard Deviation(%) | NA | 9.03 | 11.92 | 15.63 | NA | NA | NA | … | … | 10.06 | 10.26 | 11.10 | 19.95 | 21.70 | 12.06 | 111.10 | 7.47 | 7.14 | 5.05 |
| Draw Down(%) | NA | 8.29 | 12.98 | 24.00 | NA | NA | NA | … | … | 8.02 | 7.44 | 6.63 | 15.30 | 24.00 | 4.84 | 67.83 | 1.58 | 7.07 | 1.74 |
| Yield(%) | 2.17 | 8.36 | 8.85 | 7.59 | 7.20 | 4.80 | 3.60 | … | … | 4.21 | 8.54 | 8.37 | 9.19 | 7.60 | 8.03 | 7.55 | 8.33 | 7.99 | 3.58 |
Data as of 06/04/2026, Common starting date is 06/30/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMT-PB (PennyMac Mortgage Investment Trust) |
-2.68%
Sep 2019 – Sep 2022 |
2.48%
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-PB (PennyMac Mortgage Investment Trust) |
20.51%
Mar 2020 – Mar 2023 |
17.09%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart