+80.6%
AGNC vs PAAS
+230.4%
-149.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.7% | -1.9% | -2.7% | -4.5% |
| 30D | -5.7% | -3.6% | -2.1% | -5.4% |
| 3M | +1.9% | +8.6% | -6.7% | +0.4% |
| 6M | +1.8% | -16.7% | +18.5% | +3.4% |
| YTD | +3.4% | -1.9% | +5.4% | +2.3% |
| 1Y | +13.6% | +38.0% | -24.4% | +6.7% |
| 3Y | +60.4% | +234.9% | -174.6% | +28.8% |
| 5Y | +27.0% | +119.5% | -92.5% | +5.6% |
| All | +80.6% | +230.4% | -149.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling