+99.0%
AGNC vs PBF
+318.7%
-219.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -5.4% | +11.6% | -16.9% | -6.4% |
| 3M | +3.5% | +81.7% | -78.3% | -2.6% |
| 6M | +1.7% | +96.4% | -94.7% | -5.7% |
| YTD | +3.9% | +189.5% | -185.6% | -7.8% |
| 1Y | +13.8% | +180.7% | -166.9% | +0.7% |
| 3Y | +63.3% | +56.6% | +6.7% | +49.5% |
| 5Y | +27.5% | +802.0% | -774.5% | -5.9% |
| 10Y | +83.8% | +365.7% | -281.9% | +26.2% |
| All | +99.0% | +318.7% | -219.8% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling