+37.0%
AGNC vs PLTD
-76.7%
+113.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -2.9% |
| 7D | -4.4% | +9.9% | -14.3% | -3.7% |
| 30D | -5.4% | +3.8% | -9.2% | -5.0% |
| 3M | +3.5% | -32.3% | +35.8% | +1.3% |
| 6M | +1.7% | -25.9% | +27.6% | +0.8% |
| YTD | +3.9% | -16.4% | +20.3% | +4.3% |
| 1Y | +13.8% | -25.2% | +39.0% | +13.2% |
| All | +37.0% | -76.7% | +113.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 all: compounded portfolio wealth divided by compounded PLTD 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…
all analysis · Full analysis span regression · 6 months rolling