+279.0%
PFE vs NLY
+1,239.1%
-960.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -4.3% | -0.4% | -3.8% | -4.2% |
| 30D | +2.7% | -1.3% | +4.0% | +3.0% |
| 3M | +10.0% | +7.6% | +2.4% | +8.4% |
| 6M | +7.2% | +8.9% | -1.7% | +5.3% |
| YTD | +17.3% | +8.1% | +9.3% | +15.4% |
| 1Y | +20.3% | +15.8% | +4.5% | +16.7% |
| 3Y | -1.6% | +70.2% | -71.8% | -11.6% |
| 5Y | -21.4% | +30.0% | -51.3% | -26.9% |
| 10Y | +35.2% | +86.8% | -51.6% | +13.6% |
| All | +279.0% | +1,239.1% | -960.1% | +179.4% |
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