-5.8%
PATH vs NLY
-6.9%
+1.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +2.1% | -5.9% | +7.9% | +3.7% |
| 30D | +1.6% | -2.8% | +4.4% | +2.3% |
| 3M | -20.4% | -21.6% | +1.2% | -15.1% |
| 6M | +40.1% | -14.5% | +54.7% | +48.4% |
| YTD | -19.0% | -12.4% | -6.6% | -15.7% |
| 1Y | -5.8% | -7.3% | +1.4% | -2.7% |
| All | -5.8% | -6.9% | +1.1% | -2.7% |
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