+628.3%
AGNC vs PPG
+377.5%
+250.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.7% | -6.2% | +1.6% | -2.4% |
| 30D | -5.7% | -7.9% | +2.3% | -2.7% |
| 3M | +1.9% | -10.2% | +12.1% | +5.7% |
| 6M | +1.8% | +2.7% | -0.9% | 0.0% |
| YTD | +3.4% | +4.9% | -1.4% | +0.5% |
| 1Y | +13.6% | -3.2% | +16.8% | +13.4% |
| 3Y | +60.4% | -17.0% | +77.4% | +67.9% |
| 5Y | +27.0% | -23.3% | +50.3% | +34.4% |
| 10Y | +83.1% | +26.4% | +56.7% | +55.0% |
| All | +628.3% | +377.5% | +250.8% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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