+628.3%
AGNC vs PSKY
-34.8%
+663.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | -5.7% | +11.6% | -17.3% | -7.5% |
| 3M | +1.9% | +1.5% | +0.3% | +1.3% |
| 6M | +1.8% | +7.7% | -5.9% | -0.3% |
| YTD | +3.4% | -20.1% | +23.5% | +5.9% |
| 1Y | +13.6% | -38.3% | +51.9% | +20.8% |
| 3Y | +60.4% | -17.7% | +78.1% | +53.1% |
| 5Y | +27.0% | -69.9% | +96.9% | +40.5% |
| 10Y | +83.1% | -74.7% | +157.8% | +86.6% |
| All | +628.3% | -34.8% | +663.1% | +546.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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