-80.8%
PATH vs NLY
+5.8%
-86.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +2.1% | -5.9% | +7.9% | +6.6% |
| 30D | +1.6% | -2.8% | +4.4% | +3.4% |
| 3M | -20.4% | -21.6% | +1.2% | -4.9% |
| 6M | +40.1% | -14.5% | +54.7% | +56.4% |
| YTD | -19.0% | -12.4% | -6.6% | -12.4% |
| 1Y | -5.8% | -7.3% | +1.4% | -2.7% |
| 3Y | -22.9% | +54.8% | -77.8% | -48.5% |
| 5Y | -75.3% | +2.4% | -77.6% | -76.9% |
| All | -80.8% | +5.8% | -86.6% | -81.2% |
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