+54.4%
NLY vs PENG
+762.7%
-708.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.8% |
| 7D | -1.0% | +4.5% | -5.5% | -1.5% |
| 30D | +0.6% | -7.1% | +7.7% | +1.2% |
| 3M | +10.8% | -27.3% | +38.1% | +12.6% |
| 6M | +6.2% | +169.6% | -163.4% | -10.3% |
| YTD | +9.0% | +164.6% | -155.6% | -8.1% |
| 1Y | +19.3% | +109.5% | -90.2% | +3.0% |
| 3Y | +67.7% | +98.9% | -31.2% | +37.5% |
| 5Y | +29.7% | +116.3% | -86.5% | +1.9% |
| All | +54.4% | +762.7% | -708.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling