+13.6%
AGNC vs PRU
+18.7%
-5.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.7% | -2.3% | -2.4% | -4.3% |
| 30D | -5.7% | -1.7% | -3.9% | -5.4% |
| 3M | +1.9% | +13.2% | -11.4% | -0.5% |
| 6M | +1.8% | +28.8% | -27.0% | -3.1% |
| YTD | +3.4% | +9.8% | -6.3% | -0.6% |
| 1Y | +13.6% | +17.4% | -3.7% | +6.8% |
| All | +13.6% | +18.7% | -5.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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