+2,114.6%
PWR vs AGNC
+622.7%
+1,491.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.4% |
| 7D | +4.2% | -4.7% | +8.9% | +6.8% |
| 30D | -4.0% | -5.7% | +1.6% | -1.1% |
| 3M | -4.8% | +1.9% | -6.6% | -6.2% |
| 6M | +14.6% | +1.8% | +12.8% | +12.9% |
| YTD | +54.2% | +3.4% | +50.8% | +50.4% |
| 1Y | +67.1% | +13.6% | +53.5% | +54.6% |
| 3Y | +218.5% | +60.4% | +158.1% | +140.5% |
| 5Y | +466.3% | +27.0% | +439.3% | +374.5% |
| 10Y | +2,520.4% | +83.1% | +2,437.3% | +1,592.9% |
| All | +2,114.6% | +622.7% | +1,491.9% | +329.0% |
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