-12.3%
PYPL vs AGNC
+62.2%
-74.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.3% | -4.7% | +2.4% | 0.0% |
| 30D | -9.0% | -5.7% | -3.4% | -6.4% |
| 3M | +30.6% | +1.9% | +28.7% | +29.4% |
| 6M | +18.6% | +1.8% | +16.8% | +17.2% |
| YTD | -7.2% | +3.4% | -10.6% | -10.1% |
| 1Y | -19.3% | +13.6% | -32.9% | -25.9% |
| 3Y | -12.3% | +60.4% | -72.7% | -35.9% |
| All | -12.3% | +62.2% | -74.5% | -35.9% |
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