+4.1%
AGNC vs PR
+273.3%
-269.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -6.3% | +6.0% | -12.2% | -7.0% |
| 30D | -3.1% | -4.2% | +1.1% | -2.8% |
| 3M | -22.1% | +10.0% | -32.0% | -23.3% |
| 6M | -16.9% | +15.6% | -32.5% | -19.0% |
| YTD | -13.9% | +68.2% | -82.1% | -21.2% |
| 1Y | -6.9% | +79.2% | -86.1% | -15.6% |
| 3Y | +50.9% | +94.9% | -44.0% | +32.3% |
| All | +4.1% | +273.3% | -269.2% | -20.5% |
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