+32.8%
PFE vs NLY
+81.8%
-49.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | -2.6% | -4.0% | +1.4% | -1.8% |
| 30D | +5.4% | -5.2% | +10.6% | +6.5% |
| 3M | +7.8% | +2.8% | +4.9% | +7.1% |
| 6M | +5.0% | +4.2% | +0.8% | +4.1% |
| YTD | +17.1% | +4.7% | +12.4% | +15.8% |
| 1Y | +19.3% | +12.7% | +6.6% | +16.4% |
| 3Y | -0.9% | +62.5% | -63.5% | -9.8% |
| 5Y | -20.8% | +26.3% | -47.1% | -25.8% |
| All | +32.8% | +81.8% | -49.0% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling