-11.3%
PCG vs AGNC
+13.3%
-24.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.5% | -4.7% | +1.2% | -1.6% |
| 30D | -20.6% | -5.7% | -14.9% | -18.7% |
| 3M | -17.6% | +1.9% | -19.4% | -18.1% |
| 6M | -23.5% | +1.8% | -25.3% | -24.3% |
| YTD | -13.6% | +3.4% | -17.1% | -17.9% |
| 1Y | -11.3% | +13.6% | -24.9% | -21.9% |
| All | -11.3% | +13.3% | -24.6% | -21.9% |
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