+80.6%
AGNC vs PBF
+374.8%
-294.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.7% | +5.3% | -10.0% | -5.2% |
| 30D | -5.7% | +11.7% | -17.4% | -6.7% |
| 3M | +1.9% | +91.1% | -89.2% | -4.6% |
| 6M | +1.8% | +88.4% | -86.6% | -5.3% |
| YTD | +3.4% | +194.1% | -190.6% | -8.5% |
| 1Y | +13.6% | +180.4% | -166.8% | +0.3% |
| 3Y | +60.4% | +59.3% | +1.1% | +46.4% |
| 5Y | +27.0% | +816.3% | -789.3% | -7.3% |
| All | +80.6% | +374.8% | -294.2% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling