+198.7%
PDD vs AGNC
+55.8%
+142.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | -3.5% | +9.2% | -12.7% | -6.5% |
| 6M | -21.8% | +7.4% | -29.2% | -24.0% |
| YTD | -29.7% | +8.8% | -38.5% | -32.0% |
| 1Y | -36.2% | +18.3% | -54.5% | -40.1% |
| 3Y | -16.4% | +71.2% | -87.5% | -31.4% |
| 5Y | -23.8% | +34.8% | -58.6% | -34.4% |
| All | +198.7% | +55.8% | +142.9% | +162.6% |
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