+77.9%
NLY vs PTC
+205.0%
-127.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -4.0% | -7.3% | +3.3% | -2.1% |
| 30D | -5.2% | -11.6% | +6.4% | -2.3% |
| 3M | +2.8% | +10.5% | -7.6% | -0.6% |
| 6M | +4.2% | -17.8% | +22.0% | +8.5% |
| YTD | +4.7% | -24.9% | +29.6% | +11.5% |
| 1Y | +12.7% | -36.8% | +49.6% | +25.9% |
| 3Y | +62.5% | -8.7% | +71.3% | +60.0% |
| 5Y | +26.3% | +4.1% | +22.2% | +17.8% |
| All | +77.9% | +205.0% | -127.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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