-16.9%
PCG vs NLY
+64.2%
-81.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | -3.5% | -4.0% | +0.5% | -1.8% |
| 30D | -20.6% | -5.2% | -15.4% | -18.7% |
| 3M | -17.6% | +2.8% | -20.4% | -18.7% |
| 6M | -23.5% | +4.2% | -27.7% | -25.2% |
| YTD | -13.6% | +4.7% | -18.3% | -15.9% |
| 1Y | -11.3% | +12.7% | -24.1% | -16.7% |
| 3Y | -16.9% | +62.5% | -79.5% | -31.6% |
| All | -16.9% | +64.2% | -81.1% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling