+542.7%
PBR vs NLY
+25.6%
+517.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +5.4% | -4.0% | +9.4% | +6.3% |
| 30D | +22.9% | -5.2% | +28.1% | +24.3% |
| 3M | +19.6% | +2.8% | +16.8% | +18.4% |
| 6M | +16.5% | +4.2% | +12.3% | +14.5% |
| YTD | +86.7% | +4.7% | +82.0% | +83.1% |
| 1Y | +74.7% | +12.7% | +62.0% | +67.7% |
| 3Y | +102.6% | +62.5% | +40.0% | +76.4% |
| All | +542.7% | +25.6% | +517.1% | +656.6% |
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