+341.8%
PBF vs NLY
+81.8%
+260.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.9% |
| 7D | +5.3% | -4.0% | +9.3% | +8.3% |
| 30D | +11.7% | -5.2% | +17.0% | +16.0% |
| 3M | +91.1% | +2.8% | +88.2% | +86.5% |
| 6M | +88.4% | +4.2% | +84.2% | +77.4% |
| YTD | +194.1% | +4.7% | +189.4% | +174.7% |
| 1Y | +180.4% | +12.7% | +167.7% | +145.9% |
| 3Y | +59.3% | +62.5% | -3.2% | +3.7% |
| 5Y | +816.3% | +26.3% | +789.9% | +615.1% |
| All | +341.8% | +81.8% | +260.0% | +203.0% |
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 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