+1,421.3%
PH vs AGNC
+622.7%
+798.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -1.3% | -4.7% | +3.4% | +1.2% |
| 30D | -11.0% | -5.7% | -5.3% | -8.3% |
| 3M | +5.5% | +1.9% | +3.7% | +4.2% |
| 6M | +1.5% | +1.8% | -0.3% | 0.0% |
| YTD | +8.8% | +3.4% | +5.3% | +6.2% |
| 1Y | +24.5% | +13.6% | +10.9% | +15.5% |
| 3Y | +141.2% | +60.4% | +80.8% | +85.3% |
| 5Y | +256.3% | +27.0% | +229.3% | +202.1% |
| 10Y | +813.3% | +83.1% | +730.2% | +530.2% |
| All | +1,421.3% | +622.7% | +798.6% | +334.9% |
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