+811.9%
PGR vs AGNC
+83.7%
+728.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -4.7% | +4.1% | +0.4% |
| 30D | +4.9% | -5.7% | +10.6% | +6.3% |
| 3M | +7.6% | +1.9% | +5.8% | +7.0% |
| 6M | +8.3% | +1.8% | +6.5% | +7.3% |
| YTD | +1.7% | +3.4% | -1.7% | +0.4% |
| 1Y | -6.8% | +13.6% | -20.5% | -10.2% |
| 3Y | +73.4% | +60.4% | +13.1% | +51.8% |
| 5Y | +161.2% | +27.0% | +134.2% | +141.9% |
| All | +811.9% | +83.7% | +728.2% | +673.8% |
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