+50.9%
AGNC vs PR
+95.8%
-44.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.3% |
| 7D | -6.3% | +6.0% | -12.2% | -6.8% |
| 30D | -3.1% | -4.2% | +1.1% | -2.9% |
| 3M | -22.1% | +10.0% | -32.0% | -23.1% |
| 6M | -16.9% | +15.6% | -32.5% | -18.8% |
| YTD | -13.9% | +68.2% | -82.1% | -21.9% |
| 1Y | -6.9% | +79.2% | -86.1% | -16.7% |
| 3Y | +50.9% | +94.9% | -44.0% | +22.6% |
| All | +50.9% | +95.8% | -44.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling