-25.1%
PINS vs AGNC
+48.7%
-73.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.3% |
| 7D | -13.9% | -1.0% | -12.8% | -13.3% |
| 30D | -25.0% | -1.2% | -23.8% | -24.4% |
| 3M | -16.6% | +5.4% | -22.0% | -19.1% |
| 6M | -7.0% | +6.7% | -13.7% | -10.7% |
| YTD | -29.4% | +7.1% | -36.5% | -32.9% |
| 1Y | -49.9% | +16.3% | -66.2% | -54.8% |
| 3Y | -33.6% | +68.5% | -102.1% | -53.1% |
| 5Y | -66.8% | +31.4% | -98.2% | -72.9% |
| All | -25.1% | +48.7% | -73.8% | -37.3% |
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