+111.1%
NLY vs PFGC
+396.6%
-285.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | -3.6% | -4.8% | +1.2% | -2.6% |
| 30D | -4.9% | -17.2% | +12.3% | -1.0% |
| 3M | +6.2% | -6.3% | +12.5% | +7.6% |
| 6M | +4.5% | +8.8% | -4.3% | +2.3% |
| YTD | +5.1% | +4.9% | +0.2% | +3.5% |
| 1Y | +13.5% | -9.5% | +23.0% | +15.2% |
| 3Y | +65.6% | +59.6% | +6.0% | +47.9% |
| 5Y | +26.9% | +113.5% | -86.6% | +5.2% |
| 10Y | +81.8% | +292.8% | -211.0% | +35.6% |
| All | +111.1% | +396.6% | -285.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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