+201.4%
AGNC vs PSLV
+109.5%
+91.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | -3.5% | -1.2% | -4.3% |
| 30D | -5.7% | -2.1% | -3.5% | -5.5% |
| 3M | +1.9% | -1.6% | +3.5% | +1.8% |
| 6M | +1.8% | -25.5% | +27.3% | +5.0% |
| YTD | +3.4% | -11.4% | +14.9% | +2.9% |
| 1Y | +13.6% | +48.6% | -35.0% | +5.1% |
| 3Y | +60.4% | +166.9% | -106.5% | +35.8% |
| 5Y | +27.0% | +152.4% | -125.4% | +7.5% |
| 10Y | +83.1% | +187.8% | -104.7% | +48.7% |
| All | +201.4% | +109.5% | +91.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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