+45.2%
PCG vs AGNC
+27.2%
+18.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.1% |
| 7D | +0.5% | -4.4% | +4.9% | +2.0% |
| 30D | -18.9% | -5.4% | -13.5% | -17.4% |
| 3M | -15.8% | +3.5% | -19.3% | -16.8% |
| 6M | -22.6% | +1.7% | -24.3% | -23.2% |
| YTD | -12.2% | +3.9% | -16.0% | -13.6% |
| 1Y | -7.1% | +13.8% | -20.9% | -11.3% |
| 3Y | -15.8% | +63.3% | -79.2% | -28.3% |
| All | +45.2% | +27.2% | +18.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling