+2.8%
NLY vs PENG
+56.5%
-53.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.0% |
| 7D | -5.9% | +13.2% | -19.1% | -7.2% |
| 30D | -2.8% | -29.9% | +27.1% | -0.1% |
| 3M | -21.6% | -22.2% | +0.6% | -21.0% |
| 6M | -14.5% | -1.9% | -12.6% | -19.0% |
| YTD | -12.4% | +142.1% | -154.5% | -28.7% |
| 1Y | -7.3% | +151.5% | -158.8% | -25.1% |
| 3Y | +54.8% | +206.9% | -152.1% | +12.0% |
| All | +2.8% | +56.5% | -53.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling