+60.4%
AGNC vs PEG
+31.8%
+28.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | -5.7% | -3.7% | -2.0% | -4.5% |
| 3M | +1.9% | -7.3% | +9.1% | +4.4% |
| 6M | +1.8% | -10.5% | +12.3% | +5.5% |
| YTD | +3.4% | -7.5% | +10.9% | +5.9% |
| 1Y | +13.6% | -8.7% | +22.3% | +16.6% |
| 3Y | +60.4% | +31.4% | +29.0% | +35.6% |
| All | +60.4% | +31.8% | +28.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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