+3,634.0%
PANW vs NLY
+77.9%
+3,556.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -0.8% | -4.0% | +3.2% | +0.3% |
| 30D | -14.6% | -5.2% | -9.3% | -13.3% |
| 3M | +18.3% | +2.8% | +15.5% | +17.5% |
| 6M | +100.5% | +4.2% | +96.3% | +98.1% |
| YTD | +79.5% | +4.7% | +74.8% | +76.9% |
| 1Y | +66.7% | +12.7% | +54.0% | +60.9% |
| 3Y | +161.2% | +62.5% | +98.7% | +127.9% |
| 5Y | +322.2% | +26.3% | +295.9% | +285.7% |
| 10Y | +1,273.8% | +81.0% | +1,192.8% | +1,094.7% |
| All | +3,634.0% | +77.9% | +3,556.1% | +3,178.9% |
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