+77.9%
NLY vs PEGA
+184.6%
-106.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -4.0% | -3.0% | -1.0% | -3.5% |
| 30D | -5.2% | +15.9% | -21.1% | -7.9% |
| 3M | +2.8% | +10.8% | -8.0% | +0.1% |
| 6M | +4.2% | -16.5% | +20.7% | +6.5% |
| YTD | +4.7% | -39.0% | +43.7% | +12.8% |
| 1Y | +12.7% | -37.3% | +50.0% | +20.2% |
| 3Y | +62.5% | +59.2% | +3.4% | +33.3% |
| 5Y | +26.3% | -44.9% | +71.2% | +26.6% |
| All | +77.9% | +184.6% | -106.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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