+75.3%
PEP vs AGNC
+83.7%
-8.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | -0.7% | -5.7% | +5.0% | +0.6% |
| 3M | -4.1% | +1.9% | -6.0% | -4.6% |
| 6M | -13.1% | +1.8% | -14.9% | -13.6% |
| YTD | -2.1% | +3.4% | -5.6% | -3.1% |
| 1Y | -1.7% | +13.6% | -15.3% | -4.7% |
| 3Y | -15.1% | +60.4% | -75.5% | -24.3% |
| 5Y | +3.1% | +27.0% | -23.9% | -3.5% |
| All | +75.3% | +83.7% | -8.4% | +48.7% |
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 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