+654.1%
AGNC vs PAAS
+98.9%
+555.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.0% |
| 7D | -1.0% | +2.6% | -3.7% | -1.3% |
| 30D | -1.2% | +2.5% | -3.7% | -1.7% |
| 3M | +5.4% | +15.1% | -9.7% | +3.4% |
| 6M | +6.7% | -12.1% | +18.8% | +7.5% |
| YTD | +7.1% | +3.1% | +4.0% | +5.5% |
| 1Y | +16.3% | +50.8% | -34.6% | +9.2% |
| 3Y | +68.5% | +259.5% | -191.0% | +40.0% |
| 5Y | +31.4% | +126.3% | -94.9% | +12.9% |
| 10Y | +89.6% | +239.7% | -150.2% | +47.9% |
| All | +654.1% | +98.9% | +555.3% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling