+51.0%
PPL vs AGNC
+62.8%
-11.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.5% |
| 7D | -1.8% | -4.4% | +2.7% | -0.7% |
| 30D | -2.2% | -5.4% | +3.2% | -1.0% |
| 3M | -3.1% | +3.5% | -6.5% | -3.8% |
| 6M | -8.1% | +1.7% | -9.8% | -8.7% |
| YTD | 0.0% | +3.9% | -3.8% | -1.2% |
| 1Y | -1.3% | +13.8% | -15.2% | -4.8% |
| All | +51.0% | +62.8% | -11.9% | +39.7% |
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 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