+1.7%
AGNC vs PBF
+99.3%
-97.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.0% |
| 7D | -4.4% | +2.3% | -6.7% | -4.1% |
| 30D | -5.4% | +11.6% | -16.9% | -3.9% |
| 3M | +3.5% | +81.7% | -78.3% | +14.9% |
| 6M | +1.7% | +96.4% | -94.7% | +17.8% |
| All | +1.7% | +99.3% | -97.6% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling