+80.6%
AGNC vs PNC
+279.5%
-198.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -5.7% | -4.4% | -1.3% | -4.1% |
| 3M | +1.9% | +5.2% | -3.4% | -0.3% |
| 6M | +1.8% | +20.6% | -18.8% | -5.5% |
| YTD | +3.4% | +19.8% | -16.3% | -3.9% |
| 1Y | +13.6% | +24.4% | -10.8% | +3.8% |
| 3Y | +60.4% | +131.2% | -70.9% | +13.8% |
| 5Y | +27.0% | +53.1% | -26.1% | +3.2% |
| All | +80.6% | +279.5% | -198.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling