+57.5%
AGNC vs PENG
+752.7%
-695.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | -4.7% | -1.2% | -3.5% | -4.6% |
| 30D | -5.7% | -12.9% | +7.2% | -4.5% |
| 3M | +1.9% | -20.5% | +22.3% | +2.6% |
| 6M | +1.8% | +176.8% | -175.0% | -12.5% |
| YTD | +3.4% | +161.6% | -158.1% | -10.8% |
| 1Y | +13.6% | +95.6% | -82.0% | +0.7% |
| 3Y | +60.4% | +111.9% | -51.6% | +33.7% |
| 5Y | +27.0% | +111.4% | -84.4% | +3.1% |
| All | +57.5% | +752.7% | -695.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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