+50.9%
AGNC vs PL
+536.4%
-485.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -6.3% | +10.0% | -16.3% | -6.7% |
| 30D | -3.1% | -2.3% | -0.8% | -3.1% |
| 3M | -22.1% | -44.2% | +22.2% | -20.0% |
| 6M | -16.9% | -66.1% | +49.2% | -13.0% |
| YTD | -13.9% | -30.0% | +16.1% | -14.3% |
| 1Y | -6.9% | +21.0% | -27.9% | -10.7% |
| 3Y | +50.9% | +516.5% | -465.7% | +17.9% |
| All | +50.9% | +536.4% | -485.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling