-2.6%
PEP vs NLY
+20.9%
-23.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -0.8% | +0.6% | -1.4% | -0.9% |
| 3M | -2.2% | +10.8% | -13.0% | -3.2% |
| 6M | -14.4% | +6.2% | -20.6% | -15.3% |
| YTD | -2.2% | +9.0% | -11.2% | -4.2% |
| 1Y | -2.6% | +19.3% | -21.9% | -4.6% |
| All | -2.6% | +20.9% | -23.5% | -4.6% |
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 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