+198.7%
PDD vs NLY
+51.0%
+147.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.1% | +0.4% | -4.6% | -4.2% |
| 30D | -13.1% | -1.4% | -11.7% | -12.8% |
| 3M | -3.5% | +12.0% | -15.5% | -6.3% |
| 6M | -21.8% | +8.3% | -30.1% | -23.5% |
| YTD | -29.7% | +8.6% | -38.3% | -31.3% |
| 1Y | -36.2% | +16.9% | -53.1% | -38.8% |
| 3Y | -16.4% | +71.0% | -87.4% | -27.1% |
| 5Y | -23.8% | +31.1% | -54.9% | -32.0% |
| All | +198.7% | +51.0% | +147.7% | +177.0% |
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