+82.8%
PPL vs AGNC
+501.6%
-418.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.4% | -6.3% | +5.9% | +1.8% |
| 30D | +2.6% | -3.1% | +5.8% | +3.6% |
| 3M | +0.8% | -22.1% | +22.9% | +9.3% |
| 6M | +1.4% | -16.9% | +18.3% | +7.5% |
| YTD | +4.3% | -13.9% | +18.2% | +8.8% |
| 1Y | +0.8% | -6.9% | +7.6% | +2.3% |
| 3Y | +57.9% | +50.9% | +7.0% | +34.2% |
| 5Y | +48.3% | +3.9% | +44.4% | +40.1% |
| 10Y | +66.4% | +47.4% | +19.0% | +35.8% |
| All | +82.8% | +501.6% | -418.8% | -10.4% |
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