-46.3%
PCG vs AGNC
+660.4%
-706.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.5% |
| 7D | +5.4% | +0.8% | +4.7% | +5.1% |
| 30D | -15.1% | -0.4% | -14.7% | -15.0% |
| 3M | -9.8% | +9.2% | -19.0% | -13.1% |
| 6M | -18.0% | +7.4% | -25.4% | -20.7% |
| YTD | -7.2% | +8.8% | -16.1% | -10.9% |
| 1Y | +2.9% | +18.3% | -15.4% | -4.5% |
| 3Y | -11.1% | +71.2% | -82.3% | -30.0% |
| 5Y | +61.8% | +34.8% | +27.0% | +37.6% |
| 10Y | -75.2% | +85.8% | -161.0% | -81.3% |
| All | -46.3% | +660.4% | -706.8% | -74.7% |
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