+134.1%
PSX vs AGNC
+62.2%
+72.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -4.7% | +6.4% | +3.1% |
| 30D | +15.6% | -5.7% | +21.3% | +17.5% |
| 3M | +46.5% | +1.9% | +44.6% | +44.9% |
| 6M | +55.0% | +1.8% | +53.2% | +52.8% |
| YTD | +105.3% | +3.4% | +101.8% | +100.5% |
| 1Y | +101.6% | +13.6% | +88.0% | +89.1% |
| 3Y | +134.1% | +60.4% | +73.8% | +96.9% |
| All | +134.1% | +62.2% | +72.0% | +96.9% |
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