+161.2%
PANW vs NLY
+64.2%
+97.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.1% |
| 7D | -0.8% | -4.0% | +3.2% | +0.8% |
| 30D | -14.6% | -5.2% | -9.3% | -12.7% |
| 3M | +18.3% | +2.8% | +15.5% | +17.2% |
| 6M | +100.5% | +4.2% | +96.3% | +96.9% |
| YTD | +79.5% | +4.7% | +74.8% | +75.3% |
| 1Y | +66.7% | +12.7% | +54.0% | +57.6% |
| 3Y | +161.2% | +62.5% | +98.7% | +116.8% |
| All | +161.2% | +64.2% | +97.1% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling