+81.3%
AGNC vs PR
+87.0%
-5.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -5.4% | +10.4% | -15.8% | -6.0% |
| 3M | +3.5% | +21.1% | -17.7% | +2.0% |
| 6M | +1.7% | +28.8% | -27.0% | -0.3% |
| YTD | +3.9% | +71.8% | -67.9% | -0.3% |
| 1Y | +13.8% | +73.3% | -59.5% | +9.1% |
| 3Y | +63.3% | +85.9% | -22.6% | +54.6% |
| 5Y | +27.5% | +421.8% | -394.3% | +11.8% |
| All | +81.3% | +87.0% | -5.7% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling