+80.6%
AGNC vs PEGA
+184.6%
-104.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -4.7% | -3.0% | -1.7% | -4.2% |
| 30D | -5.7% | +15.9% | -21.6% | -8.1% |
| 3M | +1.9% | +10.8% | -9.0% | -0.6% |
| 6M | +1.8% | -16.5% | +18.3% | +3.8% |
| YTD | +3.4% | -39.0% | +42.5% | +10.8% |
| 1Y | +13.6% | -37.3% | +50.9% | +20.4% |
| 3Y | +60.4% | +59.2% | +1.2% | +34.2% |
| 5Y | +27.0% | -44.9% | +71.9% | +25.1% |
| All | +80.6% | +184.6% | -104.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling