+47.6%
PANW vs AGNC
-0.6%
+48.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.5% |
| 7D | -17.3% | -0.1% | -17.2% | -17.3% |
| 30D | -25.1% | +2.8% | -27.8% | -25.2% |
| 3M | -13.2% | -14.2% | +1.0% | -10.3% |
| 6M | +71.0% | -11.7% | +82.7% | +76.8% |
| YTD | +70.8% | -7.7% | +78.5% | +68.5% |
| 1Y | +47.6% | -1.2% | +48.8% | +39.7% |
| All | +47.6% | -0.6% | +48.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling