+60.4%
AGNC vs PSA
+22.3%
+38.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -4.7% | -1.8% | -2.9% | -3.8% |
| 30D | -5.7% | -8.4% | +2.7% | -1.5% |
| 3M | +1.9% | -7.8% | +9.7% | +5.9% |
| 6M | +1.8% | +0.8% | +1.0% | +0.6% |
| YTD | +3.4% | +16.5% | -13.0% | -5.6% |
| 1Y | +13.6% | +4.7% | +8.9% | +9.6% |
| 3Y | +60.4% | +21.1% | +39.3% | +28.2% |
| All | +60.4% | +22.3% | +38.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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