+113.5%
PAAS vs NLY
+25.6%
+87.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -1.9% | -4.0% | +2.0% | 0.0% |
| 30D | -3.6% | -5.2% | +1.7% | -1.0% |
| 3M | +8.6% | +2.8% | +5.7% | +7.1% |
| 6M | -16.7% | +4.2% | -20.9% | -18.1% |
| YTD | -1.9% | +4.7% | -6.6% | -3.7% |
| 1Y | +38.0% | +12.7% | +25.3% | +30.9% |
| 3Y | +234.9% | +62.5% | +172.4% | +168.7% |
| All | +113.5% | +25.6% | +87.9% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 5y: compounded portfolio wealth divided by compounded NLY 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…
5y analysis · Full analysis span regression · 6 months rolling