+57.9%
PPL vs AGNC
+53.4%
+4.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.4% | -6.3% | +5.9% | +1.2% |
| 30D | +2.6% | -3.1% | +5.8% | +3.3% |
| 3M | +0.8% | -22.1% | +22.9% | +7.0% |
| 6M | +1.4% | -16.9% | +18.3% | +5.9% |
| YTD | +4.3% | -13.9% | +18.2% | +7.5% |
| 1Y | +0.8% | -6.9% | +7.6% | +1.7% |
| 3Y | +57.9% | +50.9% | +7.0% | +36.2% |
| All | +57.9% | +53.4% | +4.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling