+96.9%
PSX vs AGNC
+2.0%
+95.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -3.7% |
| 7D | -5.2% | +1.5% | -6.6% | -4.7% |
| 30D | -3.7% | +3.9% | -7.7% | -2.9% |
| 3M | +26.8% | -13.5% | +40.2% | +24.3% |
| 6M | +47.3% | -10.6% | +57.9% | +45.3% |
| YTD | +105.4% | -7.2% | +112.6% | +98.7% |
| 1Y | +96.9% | 0.0% | +97.0% | +82.6% |
| All | +96.9% | +2.0% | +95.0% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling