+135.3%
PM vs AGNC
+26.7%
+108.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +4.7% | -4.7% | +9.4% | +5.6% |
| 30D | +2.6% | -5.7% | +8.3% | +3.8% |
| 3M | +6.6% | +1.9% | +4.7% | +6.1% |
| 6M | +16.5% | +1.8% | +14.7% | +15.8% |
| YTD | +21.2% | +3.4% | +17.7% | +20.0% |
| 1Y | +17.9% | +13.6% | +4.3% | +14.5% |
| 3Y | +129.8% | +60.4% | +69.5% | +104.7% |
| All | +135.3% | +26.7% | +108.6% | +106.8% |
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 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