+62.5%
NLY vs PTC
-9.2%
+71.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -4.0% | -7.3% | +3.3% | -2.7% |
| 30D | -5.2% | -11.6% | +6.4% | -3.2% |
| 3M | +2.8% | +10.5% | -7.6% | +0.3% |
| 6M | +4.2% | -17.8% | +22.0% | +8.2% |
| YTD | +4.7% | -24.9% | +29.6% | +11.1% |
| 1Y | +12.7% | -36.8% | +49.6% | +25.6% |
| 3Y | +62.5% | -8.7% | +71.3% | +44.4% |
| All | +62.5% | -9.2% | +71.8% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling