+1,760.7%
PEG vs NLY
+1,197.0%
+563.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.9% | -4.0% | +3.1% | +0.1% |
| 30D | -3.7% | -5.2% | +1.5% | -2.5% |
| 3M | -7.3% | +2.8% | -10.1% | -8.0% |
| 6M | -10.5% | +4.2% | -14.7% | -11.5% |
| YTD | -7.5% | +4.7% | -12.2% | -8.7% |
| 1Y | -8.7% | +12.7% | -21.5% | -11.6% |
| 3Y | +31.4% | +62.5% | -31.2% | +15.8% |
| 5Y | +37.8% | +26.3% | +11.5% | +27.0% |
| 10Y | +148.0% | +81.0% | +67.0% | +105.8% |
| All | +1,760.7% | +1,197.0% | +563.7% | +1,248.1% |
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