+65.2%
AGNC vs PENG
+762.7%
-697.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.8% |
| 7D | -1.2% | +4.5% | -5.8% | -1.7% |
| 30D | +0.9% | -7.1% | +8.0% | +1.5% |
| 3M | +7.0% | -27.3% | +34.2% | +8.6% |
| 6M | +3.9% | +169.6% | -165.7% | -10.4% |
| YTD | +8.5% | +164.6% | -156.1% | -6.6% |
| 1Y | +19.6% | +109.5% | -89.9% | +5.1% |
| 3Y | +66.1% | +98.9% | -32.9% | +39.6% |
| 5Y | +31.8% | +116.3% | -84.4% | +6.8% |
| All | +65.2% | +762.7% | -697.5% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling