+658.7%
NLY vs PFG
+998.8%
-340.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | -3.6% | -3.0% | -0.6% | -2.7% |
| 30D | -4.9% | +2.5% | -7.4% | -5.8% |
| 3M | +6.2% | +6.1% | +0.1% | +4.0% |
| 6M | +4.5% | +31.3% | -26.8% | -4.4% |
| YTD | +5.1% | +33.6% | -28.4% | -4.5% |
| 1Y | +13.5% | +48.5% | -35.0% | -0.6% |
| 3Y | +65.6% | +69.6% | -4.0% | +38.2% |
| 5Y | +26.9% | +111.5% | -84.6% | -1.8% |
| 10Y | +81.8% | +244.2% | -162.4% | +16.1% |
| All | +658.7% | +998.8% | -340.1% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling