+30.0%
NLY vs PENG
+116.9%
-86.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +7.3% | -7.7% | -1.3% |
| 30D | -1.3% | -7.5% | +6.2% | -0.6% |
| 3M | +7.6% | -17.2% | +24.9% | +7.8% |
| 6M | +8.9% | +176.7% | -167.9% | -10.4% |
| YTD | +8.1% | +161.0% | -153.0% | -10.7% |
| 1Y | +15.8% | +108.8% | -93.1% | -1.9% |
| 3Y | +70.2% | +109.8% | -39.6% | +33.2% |
| 5Y | +30.0% | +111.7% | -81.8% | -2.4% |
| All | +30.0% | +116.9% | -86.9% | -2.4% |
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