+26.4%
AGNC vs PTEN
+87.9%
-61.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -4.7% | +3.5% | -8.2% | -5.0% |
| 30D | -5.7% | +17.5% | -23.2% | -7.2% |
| 3M | +1.9% | +12.7% | -10.9% | +0.3% |
| 6M | +1.8% | +33.1% | -31.3% | -2.3% |
| YTD | +3.4% | +116.4% | -113.0% | -6.7% |
| 1Y | +13.6% | +141.2% | -127.6% | +0.6% |
| 3Y | +60.4% | -3.8% | +64.2% | +54.2% |
| All | +26.4% | +87.9% | -61.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 5y: compounded portfolio wealth divided by compounded PTEN 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…
5y analysis · Full analysis span regression · 6 months rolling