+54.1%
PPL vs AGNC
+83.7%
-29.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.1% | -4.7% | +2.6% | -0.3% |
| 30D | -3.1% | -5.7% | +2.6% | -1.0% |
| 3M | -3.1% | +1.9% | -5.0% | -3.9% |
| 6M | -8.0% | +1.8% | -9.8% | -9.0% |
| YTD | -0.3% | +3.4% | -3.8% | -2.3% |
| 1Y | -2.2% | +13.6% | -15.8% | -7.7% |
| 3Y | +50.4% | +60.4% | -10.0% | +21.5% |
| 5Y | +36.9% | +27.0% | +9.9% | +20.9% |
| All | +54.1% | +83.7% | -29.6% | +11.9% |
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