+77.9%
NLY vs PFG
+251.1%
-173.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.9% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -5.2% | +2.9% | -8.1% | -6.6% |
| 3M | +2.8% | +6.7% | -3.9% | -0.5% |
| 6M | +4.2% | +33.8% | -29.6% | -9.1% |
| YTD | +4.7% | +35.0% | -30.3% | -9.4% |
| 1Y | +12.7% | +46.4% | -33.7% | -6.3% |
| 3Y | +62.5% | +71.7% | -9.1% | +23.6% |
| 5Y | +26.3% | +113.7% | -87.4% | -14.4% |
| All | +77.9% | +251.1% | -173.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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