+2,521.4%
PWR vs AGNC
+83.7%
+2,437.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +4.2% | -4.7% | +8.9% | +6.5% |
| 30D | -4.0% | -5.7% | +1.6% | -1.5% |
| 3M | -4.8% | +1.9% | -6.6% | -6.0% |
| 6M | +14.6% | +1.8% | +12.8% | +13.1% |
| YTD | +54.2% | +3.4% | +50.8% | +50.9% |
| 1Y | +67.1% | +13.6% | +53.5% | +56.2% |
| 3Y | +218.5% | +60.4% | +158.1% | +150.3% |
| 5Y | +466.3% | +27.0% | +439.3% | +393.0% |
| All | +2,521.4% | +83.7% | +2,437.8% | +1,946.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling