+31.4%
AGNC vs PL
+72.5%
-41.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -1.0% | -13.9% | +12.8% | 0.0% |
| 30D | -1.2% | -25.5% | +24.2% | +0.8% |
| 3M | +5.4% | -44.8% | +50.1% | +9.4% |
| 6M | +6.7% | -33.3% | +40.0% | +7.6% |
| YTD | +7.1% | -12.7% | +19.8% | +5.2% |
| 1Y | +16.3% | +90.9% | -74.6% | +5.8% |
| 3Y | +68.5% | +528.5% | -460.0% | +26.4% |
| 5Y | +31.4% | +72.7% | -41.3% | +4.5% |
| All | +31.4% | +72.5% | -41.1% | +4.5% |
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 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