+61.6%
PBR vs AGNC
-0.6%
+62.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.2% |
| 7D | -14.2% | -0.1% | -14.0% | -13.9% |
| 30D | -21.0% | +2.8% | -23.8% | -20.5% |
| 3M | +5.4% | -14.2% | +19.6% | +3.3% |
| 6M | -10.4% | -11.7% | +1.3% | -12.2% |
| YTD | +65.5% | -7.7% | +73.2% | +62.8% |
| 1Y | +61.6% | -1.2% | +62.8% | +52.8% |
| All | +61.6% | -0.6% | +62.2% | +52.8% |
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