+666.3%
AGNC vs PRU
+220.0%
+446.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | +0.8% | +1.9% | -1.2% | +0.3% |
| 30D | -0.4% | -0.4% | +0.1% | -0.3% |
| 3M | +9.2% | +16.4% | -7.2% | +5.6% |
| 6M | +7.4% | +26.0% | -18.6% | +2.1% |
| YTD | +8.8% | +9.9% | -1.1% | +6.3% |
| 1Y | +18.3% | +18.8% | -0.5% | +13.5% |
| 3Y | +71.2% | +45.4% | +25.8% | +56.6% |
| 5Y | +34.8% | +45.6% | -10.8% | +22.9% |
| 10Y | +85.8% | +139.6% | -53.8% | +48.7% |
| All | +666.3% | +220.0% | +446.3% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling