+4,297.8%
PCAR vs NLY
+1,239.1%
+3,058.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -6.9% | -1.3% | -5.6% | -6.5% |
| 3M | +2.1% | +7.6% | -5.5% | -0.3% |
| 6M | +1.6% | +8.9% | -7.3% | -1.3% |
| YTD | +12.2% | +8.1% | +4.2% | +9.2% |
| 1Y | +28.0% | +15.8% | +12.3% | +21.8% |
| 3Y | +61.0% | +70.2% | -9.2% | +34.0% |
| 5Y | +163.9% | +30.0% | +134.0% | +135.0% |
| 10Y | +367.9% | +86.8% | +281.1% | +251.4% |
| All | +4,297.8% | +1,239.1% | +3,058.7% | +2,712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling