-15.1%
PEP vs NLY
+64.2%
-79.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -1.0% | -4.0% | +3.0% | -0.2% |
| 30D | -0.7% | -5.2% | +4.6% | +0.3% |
| 3M | -4.1% | +2.8% | -7.0% | -4.6% |
| 6M | -13.1% | +4.2% | -17.3% | -13.8% |
| YTD | -2.1% | +4.7% | -6.8% | -3.3% |
| 1Y | -1.7% | +12.7% | -14.4% | -4.2% |
| 3Y | -15.1% | +62.5% | -77.6% | -24.7% |
| All | -15.1% | +64.2% | -79.3% | -24.7% |
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