+631.2%
AGNC vs PFG
+278.5%
+352.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -4.4% | -3.0% | -1.4% | -3.8% |
| 30D | -5.4% | +2.5% | -7.9% | -6.0% |
| 3M | +3.5% | +6.1% | -2.6% | +2.0% |
| 6M | +1.7% | +31.3% | -29.6% | -4.5% |
| YTD | +3.9% | +33.6% | -29.7% | -3.0% |
| 1Y | +13.8% | +48.5% | -34.7% | +3.7% |
| 3Y | +63.3% | +69.6% | -6.3% | +43.8% |
| 5Y | +27.5% | +111.5% | -84.0% | +6.7% |
| 10Y | +83.8% | +244.2% | -160.4% | +34.5% |
| All | +631.2% | +278.5% | +352.7% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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