0.0%
AGNC vs PR
+87.5%
-87.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +3.2% |
| 7D | +1.5% | -12.1% | +13.6% | +0.1% |
| 30D | +3.9% | +0.9% | +3.0% | +3.9% |
| 3M | -13.5% | +10.1% | -23.6% | -12.4% |
| 6M | -10.6% | +1.1% | -11.7% | -9.3% |
| YTD | -7.2% | +63.7% | -70.9% | -11.3% |
| 1Y | 0.0% | +87.0% | -87.1% | -5.6% |
| All | 0.0% | +87.5% | -87.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling