+117.6%
NLY vs PSLV
+109.5%
+8.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -4.0% | -3.5% | -0.5% | -3.6% |
| 30D | -5.2% | -2.1% | -3.1% | -5.1% |
| 3M | +2.8% | -1.6% | +4.5% | +2.8% |
| 6M | +4.2% | -25.5% | +29.7% | +7.3% |
| YTD | +4.7% | -11.4% | +16.1% | +4.0% |
| 1Y | +12.7% | +48.6% | -35.8% | +4.1% |
| 3Y | +62.5% | +166.9% | -104.3% | +37.6% |
| 5Y | +26.3% | +152.4% | -126.1% | +6.9% |
| 10Y | +81.0% | +187.8% | -106.8% | +47.3% |
| All | +117.6% | +109.5% | +8.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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