+77.9%
NLY vs PNR
+66.2%
+11.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -4.0% | -6.0% | +2.0% | -1.4% |
| 30D | -5.2% | -14.0% | +8.7% | +1.1% |
| 3M | +2.8% | -21.7% | +24.5% | +13.0% |
| 6M | +4.2% | -37.3% | +41.5% | +26.0% |
| YTD | +4.7% | -45.1% | +49.8% | +33.6% |
| 1Y | +12.7% | -49.1% | +61.9% | +48.8% |
| 3Y | +62.5% | -14.8% | +77.4% | +64.2% |
| 5Y | +26.3% | -21.0% | +47.3% | +27.8% |
| All | +77.9% | +66.2% | +11.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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