+795.1%
PAAS vs NLY
+1,239.1%
-444.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +2.6% | -0.4% | +3.1% | +2.8% |
| 30D | +2.5% | -1.3% | +3.8% | +2.8% |
| 3M | +15.1% | +7.6% | +7.4% | +12.9% |
| 6M | -12.1% | +8.9% | -20.9% | -13.9% |
| YTD | +3.1% | +8.1% | -5.0% | +1.2% |
| 1Y | +50.8% | +15.8% | +35.1% | +45.3% |
| 3Y | +259.5% | +70.2% | +189.3% | +212.8% |
| 5Y | +126.3% | +30.0% | +96.4% | +108.1% |
| 10Y | +239.7% | +86.8% | +152.9% | +179.9% |
| All | +795.1% | +1,239.1% | -444.0% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling