+47.6%
PANW vs NLY
+0.3%
+47.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.5% |
| 7D | -17.3% | +2.1% | -19.4% | -17.6% |
| 30D | -25.1% | +2.3% | -27.4% | -25.3% |
| 3M | -13.2% | -13.7% | +0.4% | -9.4% |
| 6M | +71.0% | -9.6% | +80.7% | +76.6% |
| YTD | +70.8% | -6.5% | +77.3% | +72.3% |
| 1Y | +47.6% | -0.6% | +48.2% | +46.4% |
| All | +47.6% | +0.3% | +47.3% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling