-0.6%
NLY vs PPG
+33.8%
-34.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | +2.1% | +2.7% | -0.7% | +1.2% |
| 30D | +2.3% | +15.7% | -13.4% | -2.1% |
| 3M | -13.7% | +4.1% | -17.8% | -15.0% |
| 6M | -9.6% | +17.3% | -26.9% | -14.1% |
| YTD | -6.5% | +22.5% | -29.0% | -14.7% |
| 1Y | -0.6% | +31.4% | -32.0% | -11.9% |
| All | -0.6% | +33.8% | -34.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling