+319.6%
PLD vs AGNC
+660.4%
-340.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -0.9% | +0.8% | -1.6% | -1.4% |
| 30D | -1.2% | -0.4% | -0.8% | -1.0% |
| 3M | -2.3% | +9.2% | -11.5% | -8.3% |
| 6M | +4.5% | +7.4% | -2.9% | -1.2% |
| YTD | +10.1% | +8.8% | +1.3% | +2.9% |
| 1Y | +25.9% | +18.3% | +7.6% | +10.8% |
| 3Y | +24.4% | +71.2% | -46.8% | -16.6% |
| 5Y | +15.5% | +34.8% | -19.3% | -11.8% |
| 10Y | +240.3% | +85.8% | +154.5% | +81.5% |
| All | +319.6% | +660.4% | -340.8% | -60.8% |
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 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