+33.4%
PBR vs AGNC
+622.7%
-589.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +5.4% | -4.7% | +10.1% | +8.1% |
| 30D | +22.9% | -5.7% | +28.5% | +26.7% |
| 3M | +19.6% | +1.9% | +17.8% | +17.4% |
| 6M | +16.5% | +1.8% | +14.7% | +13.5% |
| YTD | +86.7% | +3.4% | +83.2% | +79.6% |
| 1Y | +74.7% | +13.6% | +61.1% | +58.9% |
| 3Y | +102.6% | +60.4% | +42.2% | +46.7% |
| 5Y | +566.6% | +27.0% | +539.6% | +434.5% |
| 10Y | +686.1% | +83.1% | +603.0% | +396.7% |
| All | +33.4% | +622.7% | -589.3% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling