+251.8%
PEP vs AGNC
+648.3%
-396.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | +0.3% | -1.2% | +1.5% | +0.6% |
| 3M | -3.2% | +5.4% | -8.6% | -4.3% |
| 6M | -13.6% | +6.7% | -20.3% | -14.9% |
| YTD | -1.9% | +7.1% | -9.0% | -3.5% |
| 1Y | -0.6% | +16.3% | -16.9% | -4.0% |
| 3Y | -13.6% | +68.5% | -82.0% | -23.5% |
| 5Y | +3.2% | +31.4% | -28.2% | -5.0% |
| 10Y | +79.1% | +89.6% | -10.5% | +48.5% |
| All | +251.8% | +648.3% | -396.6% | +93.2% |
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