+1,132.9%
PSX vs AGNC
+116.7%
+1,016.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -4.7% | +6.4% | +3.8% |
| 30D | +15.6% | -5.7% | +21.3% | +18.5% |
| 3M | +46.5% | +1.9% | +44.6% | +44.6% |
| 6M | +55.0% | +1.8% | +53.2% | +51.9% |
| YTD | +105.3% | +3.4% | +101.8% | +99.3% |
| 1Y | +101.6% | +13.6% | +88.0% | +87.1% |
| 3Y | +134.1% | +60.4% | +73.8% | +83.3% |
| 5Y | +368.7% | +27.0% | +341.7% | +304.3% |
| 10Y | +384.1% | +83.1% | +301.0% | +255.3% |
| All | +1,132.9% | +116.7% | +1,016.2% | +670.1% |
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