+243.5%
PLD vs AGNC
+83.7%
+159.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -1.2% | -4.7% | +3.5% | +1.2% |
| 30D | -3.5% | -5.7% | +2.1% | -0.8% |
| 3M | -7.1% | +1.9% | -9.0% | -8.1% |
| 6M | +2.6% | +1.8% | +0.8% | +1.3% |
| YTD | +8.0% | +3.4% | +4.5% | +5.6% |
| 1Y | +22.1% | +13.6% | +8.5% | +13.9% |
| 3Y | +22.3% | +60.4% | -38.1% | -3.9% |
| 5Y | +17.3% | +27.0% | -9.6% | +0.7% |
| All | +243.5% | +83.7% | +159.8% | +137.9% |
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 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