+13.8%
AGNC vs PCOR
-24.1%
+37.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -4.4% | -12.2% | +7.8% | -4.0% |
| 30D | -5.4% | -9.4% | +4.0% | -5.1% |
| 3M | +3.5% | +22.2% | -18.7% | +2.8% |
| 6M | +1.7% | -7.3% | +9.1% | +1.1% |
| YTD | +3.9% | -26.8% | +30.7% | +4.7% |
| 1Y | +13.8% | -22.2% | +36.1% | +13.6% |
| All | +13.8% | -24.1% | +37.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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