+750.5%
PBF vs NLY
+25.6%
+724.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.8% |
| 7D | +5.3% | -4.0% | +9.3% | +6.9% |
| 30D | +11.7% | -5.2% | +17.0% | +14.0% |
| 3M | +91.1% | +2.8% | +88.2% | +88.7% |
| 6M | +88.4% | +4.2% | +84.2% | +82.6% |
| YTD | +194.1% | +4.7% | +189.4% | +183.6% |
| 1Y | +180.4% | +12.7% | +167.7% | +160.0% |
| 3Y | +59.3% | +62.5% | -3.2% | +24.9% |
| All | +750.5% | +25.6% | +724.9% | +981.2% |
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