+27.5%
AGNC vs PENG
+100.5%
-73.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.7% | -2.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -5.4% | -15.2% | +9.8% | -3.7% |
| 3M | +3.5% | -16.9% | +20.4% | +3.5% |
| 6M | +1.7% | +161.5% | -159.8% | -15.6% |
| YTD | +3.9% | +148.6% | -144.7% | -13.6% |
| 1Y | +13.8% | +89.6% | -75.8% | -2.1% |
| 3Y | +63.3% | +99.8% | -36.4% | +28.8% |
| 5Y | +27.5% | +100.9% | -73.4% | -2.4% |
| All | +27.5% | +100.5% | -73.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling