+1,248.2%
PANW vs NLY
+81.8%
+1,166.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -0.8% | -4.0% | +3.2% | +0.5% |
| 30D | -14.6% | -5.2% | -9.3% | -13.1% |
| 3M | +18.3% | +2.8% | +15.5% | +17.3% |
| 6M | +100.5% | +4.2% | +96.3% | +97.7% |
| YTD | +79.5% | +4.7% | +74.8% | +76.4% |
| 1Y | +66.7% | +12.7% | +54.0% | +59.9% |
| 3Y | +161.2% | +62.5% | +98.7% | +122.9% |
| 5Y | +322.2% | +26.3% | +295.9% | +281.4% |
| All | +1,248.2% | +81.8% | +1,166.4% | +1,074.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling