+80.6%
AGNC vs PTC
+205.0%
-124.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -4.7% | -7.3% | +2.6% | -3.0% |
| 30D | -5.7% | -11.6% | +6.0% | -3.0% |
| 3M | +1.9% | +10.5% | -8.6% | -1.3% |
| 6M | +1.8% | -17.8% | +19.6% | +5.7% |
| YTD | +3.4% | -24.9% | +28.4% | +9.6% |
| 1Y | +13.6% | -36.8% | +50.4% | +25.8% |
| 3Y | +60.4% | -8.7% | +69.1% | +57.9% |
| 5Y | +27.0% | +4.1% | +22.9% | +18.9% |
| All | +80.6% | +205.0% | -124.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling