-24.2%
PATH vs NLY
+71.5%
-95.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.5% |
| 7D | -22.8% | +0.4% | -23.2% | -23.0% |
| 30D | -6.9% | -1.4% | -5.5% | -5.9% |
| 3M | +25.4% | +12.0% | +13.4% | +16.1% |
| 6M | +18.1% | +8.3% | +9.8% | +11.2% |
| YTD | -14.5% | +8.6% | -23.1% | -20.3% |
| 1Y | +18.7% | +16.9% | +1.8% | +3.9% |
| 3Y | -24.2% | +71.0% | -95.2% | -57.0% |
| All | -24.2% | +71.5% | -95.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling