+559.5%
PCAR vs AGNC
+625.5%
-66.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.9% |
| 7D | -1.6% | -4.4% | +2.9% | +0.3% |
| 30D | -7.3% | -5.4% | -1.9% | -5.1% |
| 3M | +7.8% | +3.5% | +4.3% | +6.1% |
| 6M | +3.6% | +1.7% | +1.9% | +2.6% |
| YTD | +12.9% | +3.9% | +9.0% | +10.7% |
| 1Y | +27.3% | +13.8% | +13.5% | +19.9% |
| 3Y | +61.9% | +63.3% | -1.4% | +28.6% |
| 5Y | +164.2% | +27.5% | +136.7% | +128.4% |
| 10Y | +370.6% | +83.8% | +286.7% | +220.3% |
| All | +559.5% | +625.5% | -66.1% | +53.3% |
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