-74.9%
PATH vs NLY
+26.0%
-101.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +4.3% |
| 7D | -23.9% | -3.6% | -20.2% | -21.7% |
| 30D | -11.8% | -4.9% | -6.8% | -8.2% |
| 3M | +29.0% | +6.2% | +22.8% | +23.1% |
| 6M | +19.7% | +4.5% | +15.2% | +14.6% |
| YTD | -15.4% | +5.1% | -20.5% | -20.0% |
| 1Y | +19.5% | +13.5% | +5.9% | +5.2% |
| 3Y | -24.9% | +65.6% | -90.5% | -53.0% |
| 5Y | -74.9% | +26.9% | -101.8% | -76.5% |
| All | -74.9% | +26.0% | -101.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling