+218.5%
PWR vs AGNC
+62.2%
+156.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +4.2% | -4.7% | +8.9% | +6.3% |
| 30D | -4.0% | -5.7% | +1.6% | -1.8% |
| 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% | +51.0% |
| 1Y | +67.1% | +13.6% | +53.5% | +57.1% |
| 3Y | +218.5% | +60.4% | +158.1% | +173.8% |
| All | +218.5% | +62.2% | +156.3% | +173.8% |
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