+40.0%
PATH vs NLY
+20.9%
+19.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | -1.0% | -15.3% | -16.2% |
| 30D | +9.9% | +0.6% | +9.3% | +9.9% |
| 3M | +30.2% | +10.8% | +19.3% | +30.3% |
| 6M | +37.2% | +6.2% | +31.0% | +36.8% |
| YTD | -7.3% | +9.0% | -16.3% | -6.9% |
| 1Y | +40.0% | +19.3% | +20.7% | +43.3% |
| All | +40.0% | +20.9% | +19.1% | +43.3% |
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 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