+19.6%
AGNC vs PBF
+176.4%
-156.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | -1.2% | +4.3% | -5.5% | -1.0% |
| 30D | +0.9% | +22.0% | -21.1% | +1.9% |
| 3M | +7.0% | +74.5% | -67.5% | +10.2% |
| 6M | +3.9% | +67.7% | -63.8% | +6.8% |
| YTD | +8.5% | +179.2% | -170.6% | +10.6% |
| 1Y | +19.6% | +170.0% | -150.4% | +21.9% |
| All | +19.6% | +176.4% | -156.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling