+362.4%
PCAR vs NLY
+81.8%
+280.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -0.3% |
| 30D | -6.4% | -5.2% | -1.1% | -4.8% |
| 3M | +4.7% | +2.8% | +1.8% | +3.7% |
| 6M | +4.5% | +4.2% | +0.3% | +3.1% |
| YTD | +13.0% | +4.7% | +8.3% | +11.2% |
| 1Y | +23.6% | +12.7% | +10.8% | +18.9% |
| 3Y | +60.7% | +62.5% | -1.8% | +38.0% |
| 5Y | +164.5% | +26.3% | +138.2% | +140.6% |
| All | +362.4% | +81.8% | +280.6% | +322.4% |
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