+31.4%
AGNC vs PR
+429.1%
-397.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.2% | +11.3% | -12.5% | -2.6% |
| 3M | +5.4% | +24.1% | -18.7% | +2.2% |
| 6M | +6.7% | +25.4% | -18.7% | +2.8% |
| YTD | +7.1% | +71.2% | -64.1% | -1.6% |
| 1Y | +16.3% | +78.6% | -62.3% | +5.9% |
| 3Y | +68.5% | +85.2% | -16.8% | +49.6% |
| 5Y | +31.4% | +419.0% | -387.6% | -1.7% |
| All | +31.4% | +429.1% | -397.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling