+617.8%
PEP vs NLY
+1,197.0%
-579.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -1.0% | -4.0% | +3.0% | -0.3% |
| 30D | -0.7% | -5.2% | +4.6% | +0.1% |
| 3M | -4.1% | +2.8% | -7.0% | -4.6% |
| 6M | -13.1% | +4.2% | -17.3% | -13.7% |
| YTD | -2.1% | +4.7% | -6.8% | -3.0% |
| 1Y | -1.7% | +12.7% | -14.4% | -3.7% |
| 3Y | -15.1% | +62.5% | -77.6% | -21.8% |
| 5Y | +3.1% | +26.3% | -23.2% | -2.4% |
| 10Y | +78.6% | +81.0% | -2.4% | +57.0% |
| All | +617.8% | +1,197.0% | -579.2% | +458.4% |
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