-76.3%
PCG vs AGNC
+83.7%
-160.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.5% | -4.7% | +1.2% | -0.8% |
| 30D | -20.6% | -5.7% | -14.9% | -18.0% |
| 3M | -17.6% | +1.9% | -19.4% | -18.6% |
| 6M | -23.5% | +1.8% | -25.3% | -24.7% |
| YTD | -13.6% | +3.4% | -17.1% | -16.1% |
| 1Y | -11.3% | +13.6% | -24.9% | -18.4% |
| 3Y | -16.9% | +60.4% | -77.3% | -38.9% |
| 5Y | +50.8% | +27.0% | +23.8% | +27.9% |
| All | -76.3% | +83.7% | -160.0% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling