+66.1%
AGNC vs PL
+519.4%
-453.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -1.0% | -13.9% | +12.8% | -0.3% |
| 30D | -1.2% | -25.5% | +24.2% | +0.3% |
| 3M | +5.4% | -44.8% | +50.1% | +8.5% |
| 6M | +6.7% | -33.3% | +40.0% | +7.4% |
| YTD | +7.1% | -12.7% | +19.8% | +5.5% |
| 1Y | +16.3% | +90.9% | -74.6% | +7.6% |
| All | +66.1% | +519.4% | -453.4% | +23.4% |
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