+31.4%
AGNC vs PCOR
-42.7%
+74.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.1% | -1.0% |
| 7D | -1.0% | -9.0% | +8.0% | +0.4% |
| 30D | -1.2% | -7.0% | +5.7% | -0.2% |
| 3M | +5.4% | +18.3% | -13.0% | +2.1% |
| 6M | +6.7% | -7.8% | +14.5% | +6.8% |
| YTD | +7.1% | -25.6% | +32.7% | +10.8% |
| 1Y | +16.3% | -22.7% | +39.0% | +18.9% |
| 3Y | +68.5% | -17.7% | +86.1% | +65.2% |
| 5Y | +31.4% | -42.0% | +73.4% | +24.5% |
| All | +31.4% | -42.7% | +74.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling