+24.1%
NLY vs PENG
+689.3%
-665.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.0% |
| 7D | -5.9% | +13.2% | -19.1% | -7.3% |
| 30D | -2.8% | -29.9% | +27.1% | 0.0% |
| 3M | -21.6% | -22.2% | +0.6% | -21.0% |
| 6M | -14.5% | -1.9% | -12.6% | -18.5% |
| YTD | -12.4% | +142.1% | -154.5% | -26.8% |
| 1Y | -7.3% | +151.5% | -158.8% | -23.0% |
| 3Y | +54.8% | +206.9% | -152.1% | +19.5% |
| 5Y | +2.4% | +58.2% | -55.9% | -17.9% |
| All | +24.1% | +689.3% | -665.3% | -12.7% |
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