-80.3%
PATH vs NLY
+30.6%
-110.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.8% |
| 7D | -24.6% | -0.4% | -24.1% | -24.3% |
| 30D | -13.0% | -1.3% | -11.6% | -12.0% |
| 3M | +26.2% | +7.6% | +18.6% | +19.5% |
| 6M | +13.4% | +8.9% | +4.5% | +5.4% |
| YTD | -17.2% | +8.1% | -25.3% | -23.1% |
| 1Y | +14.0% | +15.8% | -1.7% | -0.3% |
| 3Y | -26.6% | +70.2% | -96.8% | -53.9% |
| 5Y | -75.1% | +30.0% | -105.0% | -80.0% |
| All | -80.3% | +30.6% | -110.9% | -83.5% |
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