+26.4%
AGNC vs PFGC
+110.3%
-83.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -4.8% | +0.1% | -3.3% |
| 30D | -5.7% | -12.5% | +6.9% | -1.8% |
| 3M | +1.9% | -9.7% | +11.6% | +4.9% |
| 6M | +1.8% | +7.0% | -5.2% | -0.7% |
| YTD | +3.4% | +4.5% | -1.0% | +1.2% |
| 1Y | +13.6% | -11.6% | +25.2% | +16.8% |
| 3Y | +60.4% | +58.5% | +1.9% | +35.6% |
| All | +26.4% | +110.3% | -83.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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