-6.8%
PEG vs NLY
+20.9%
-27.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | -2.4% | +0.6% | -3.1% | -2.6% |
| 3M | -4.8% | +10.8% | -15.6% | -7.2% |
| 6M | -10.7% | +6.2% | -16.9% | -12.5% |
| YTD | -6.7% | +9.0% | -15.7% | -9.4% |
| 1Y | -6.8% | +19.3% | -26.2% | -11.5% |
| All | -6.8% | +20.9% | -27.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling