+249.6%
PH vs AGNC
+26.7%
+222.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.3% | -4.7% | +3.4% | +0.9% |
| 30D | -11.0% | -5.7% | -5.3% | -8.6% |
| 3M | +5.5% | +1.9% | +3.7% | +4.3% |
| 6M | +1.5% | +1.8% | -0.3% | +0.1% |
| YTD | +8.8% | +3.4% | +5.3% | +6.4% |
| 1Y | +24.5% | +13.6% | +10.9% | +16.3% |
| 3Y | +141.2% | +60.4% | +80.8% | +91.9% |
| All | +249.6% | +26.7% | +222.9% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling