+37.4%
PPL vs AGNC
+26.8%
+10.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.6% |
| 7D | -1.8% | -4.4% | +2.7% | -0.6% |
| 30D | -2.2% | -5.4% | +3.2% | -0.9% |
| 3M | -3.1% | +3.5% | -6.5% | -3.9% |
| 6M | -8.1% | +1.7% | -9.8% | -8.8% |
| YTD | 0.0% | +3.9% | -3.8% | -1.3% |
| 1Y | -1.3% | +13.8% | -15.2% | -5.1% |
| 3Y | +52.7% | +63.3% | -10.7% | +32.3% |
| 5Y | +37.4% | +27.5% | +9.9% | +24.2% |
| All | +37.4% | +26.8% | +10.6% | +24.2% |
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 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