+4.1%
AGNC vs PL
+31.5%
-27.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -6.3% | +10.0% | -16.3% | -6.9% |
| 30D | -3.1% | -2.3% | -0.8% | -3.2% |
| 3M | -22.1% | -44.2% | +22.2% | -19.1% |
| 6M | -16.9% | -66.1% | +49.2% | -11.4% |
| YTD | -13.9% | -30.0% | +16.1% | -14.4% |
| 1Y | -6.9% | +21.0% | -27.9% | -12.1% |
| 3Y | +50.9% | +516.5% | -465.7% | +12.4% |
| All | +4.1% | +31.5% | -27.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling