+21.3%
AGNC vs PL
+67.9%
-46.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -4.7% | -9.2% | +4.5% | -4.0% |
| 30D | -5.7% | -32.9% | +27.2% | -3.0% |
| 3M | +1.9% | -51.9% | +53.7% | +6.8% |
| 6M | +1.8% | -35.3% | +37.1% | +2.8% |
| YTD | +3.4% | -16.6% | +20.0% | +1.9% |
| 1Y | +13.6% | +70.1% | -56.5% | +4.4% |
| 3Y | +60.4% | +479.2% | -418.9% | +21.3% |
| 5Y | +27.0% | +65.9% | -38.9% | +3.1% |
| All | +21.3% | +67.9% | -46.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling