+35.5%
AGNC vs PLTU
+133.3%
-97.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.7% | -8.1% | +3.4% | -4.4% |
| 30D | -5.7% | -7.0% | +1.4% | -5.6% |
| 3M | +1.9% | +40.0% | -38.1% | -0.3% |
| 6M | +1.8% | -6.0% | +7.8% | +0.7% |
| YTD | +3.4% | -37.1% | +40.5% | +3.7% |
| 1Y | +13.6% | -33.1% | +46.7% | +12.5% |
| All | +35.5% | +133.3% | -97.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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