+1,242.0%
NLY vs PPG
+563.7%
+678.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.0% | -6.2% | +2.3% | -1.7% |
| 30D | -5.2% | -7.9% | +2.7% | -2.3% |
| 3M | +2.8% | -10.2% | +13.1% | +6.6% |
| 6M | +4.2% | +2.7% | +1.5% | +2.3% |
| YTD | +4.7% | +4.9% | -0.2% | +1.6% |
| 1Y | +12.7% | -3.2% | +15.9% | +12.4% |
| 3Y | +62.5% | -17.0% | +79.5% | +70.0% |
| 5Y | +26.3% | -23.3% | +49.7% | +33.9% |
| 10Y | +81.0% | +26.4% | +54.6% | +56.3% |
| All | +1,242.0% | +563.7% | +678.2% | +512.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling