+26.4%
AGNC vs PBF
+799.3%
-772.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.7% | +5.3% | -10.0% | -5.0% |
| 30D | -5.7% | +11.7% | -17.4% | -6.4% |
| 3M | +1.9% | +91.1% | -89.2% | -2.8% |
| 6M | +1.8% | +88.4% | -86.6% | -3.5% |
| YTD | +3.4% | +194.1% | -190.6% | -6.2% |
| 1Y | +13.6% | +180.4% | -166.8% | +2.9% |
| 3Y | +60.4% | +59.3% | +1.1% | +48.1% |
| All | +26.4% | +799.3% | -772.9% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling