+110.0%
AGNC vs PFGC
+394.4%
-284.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -4.8% | +0.1% | -3.8% |
| 30D | -5.7% | -12.5% | +6.9% | -3.3% |
| 3M | +1.9% | -9.7% | +11.6% | +3.7% |
| 6M | +1.8% | +7.0% | -5.2% | +0.3% |
| YTD | +3.4% | +4.5% | -1.0% | +2.2% |
| 1Y | +13.6% | -11.6% | +25.2% | +15.6% |
| 3Y | +60.4% | +58.5% | +1.9% | +45.9% |
| 5Y | +27.0% | +112.6% | -85.6% | +8.6% |
| 10Y | +83.1% | +291.1% | -208.0% | +44.0% |
| All | +110.0% | +394.4% | -284.4% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling