+77.9%
NLY vs PPG
+26.9%
+51.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.0% | -6.2% | +2.3% | -1.1% |
| 30D | -5.2% | -7.9% | +2.7% | -1.6% |
| 3M | +2.8% | -10.2% | +13.1% | +7.5% |
| 6M | +4.2% | +2.7% | +1.5% | +1.7% |
| YTD | +4.7% | +4.9% | -0.2% | +0.5% |
| 1Y | +12.7% | -3.2% | +15.9% | +12.1% |
| 3Y | +62.5% | -17.0% | +79.5% | +71.5% |
| 5Y | +26.3% | -23.3% | +49.7% | +34.9% |
| All | +77.9% | +26.9% | +51.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling