+50.9%
AGNC vs PCOR
+50.0%
+0.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -6.3% | +3.0% | -9.3% | -6.7% |
| 30D | -3.1% | +38.7% | -41.8% | -7.5% |
| 3M | -22.1% | +24.9% | -46.9% | -24.7% |
| 6M | -16.9% | +68.8% | -85.7% | -23.3% |
| YTD | -13.9% | +6.7% | -20.6% | -15.1% |
| 1Y | -6.9% | +3.0% | -9.9% | -7.6% |
| 3Y | +50.9% | +48.6% | +2.2% | +25.6% |
| All | +50.9% | +50.0% | +0.8% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling