+272.0%
PG vs AGNC
+622.7%
-350.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.8% | -4.7% | +3.9% | +0.2% |
| 30D | +0.8% | -5.7% | +6.5% | +2.0% |
| 3M | -1.3% | +1.9% | -3.2% | -1.8% |
| 6M | -3.8% | +1.8% | -5.6% | -4.3% |
| YTD | +3.6% | +3.4% | +0.2% | +2.6% |
| 1Y | -5.7% | +13.6% | -19.3% | -8.5% |
| 3Y | +1.6% | +60.4% | -58.8% | -9.1% |
| 5Y | +14.6% | +27.0% | -12.4% | +6.2% |
| 10Y | +121.2% | +83.1% | +38.1% | +84.6% |
| All | +272.0% | +622.7% | -350.7% | +96.1% |
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