+628.3%
AGNC vs PTEN
-43.2%
+671.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | +3.5% | -8.2% | -5.1% |
| 30D | -5.7% | +17.5% | -23.2% | -7.7% |
| 3M | +1.9% | +12.7% | -10.9% | -0.3% |
| 6M | +1.8% | +33.1% | -31.3% | -3.3% |
| YTD | +3.4% | +116.4% | -113.0% | -8.0% |
| 1Y | +13.6% | +141.2% | -127.6% | -0.9% |
| 3Y | +60.4% | -3.8% | +64.2% | +53.6% |
| 5Y | +27.0% | +92.7% | -65.7% | +6.0% |
| 10Y | +83.1% | -17.1% | +100.2% | +43.3% |
| All | +628.3% | -43.2% | +671.5% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling