+732.3%
PM vs AGNC
+625.5%
+106.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.0% |
| 7D | +1.9% | -4.4% | +6.3% | +3.1% |
| 30D | +1.9% | -5.4% | +7.3% | +3.4% |
| 3M | +4.6% | +3.5% | +1.1% | +3.5% |
| 6M | +11.7% | +1.7% | +10.0% | +10.7% |
| YTD | +20.4% | +3.9% | +16.5% | +18.6% |
| 1Y | +19.0% | +13.8% | +5.1% | +14.2% |
| 3Y | +130.4% | +63.3% | +67.0% | +96.8% |
| 5Y | +131.5% | +27.5% | +104.0% | +108.3% |
| 10Y | +218.7% | +83.8% | +134.8% | +151.9% |
| All | +732.3% | +625.5% | +106.8% | +308.7% |
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