+26.4%
AGNC vs PNR
-21.7%
+48.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -6.0% | +1.3% | -2.3% |
| 30D | -5.7% | -14.0% | +8.3% | 0.0% |
| 3M | +1.9% | -21.7% | +23.6% | +11.0% |
| 6M | +1.8% | -37.3% | +39.1% | +21.4% |
| YTD | +3.4% | -45.1% | +48.6% | +29.7% |
| 1Y | +13.6% | -49.1% | +62.7% | +47.3% |
| 3Y | +60.4% | -14.8% | +75.2% | +57.7% |
| All | +26.4% | -21.7% | +48.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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