+4,515.8%
PGR vs NLY
+1,197.0%
+3,318.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | -4.0% | +3.4% | +0.5% |
| 30D | +4.9% | -5.2% | +10.2% | +6.5% |
| 3M | +7.6% | +2.8% | +4.8% | +6.7% |
| 6M | +8.3% | +4.2% | +4.1% | +6.5% |
| YTD | +1.7% | +4.7% | -2.9% | -0.1% |
| 1Y | -6.8% | +12.7% | -19.6% | -10.5% |
| 3Y | +73.4% | +62.5% | +10.9% | +48.2% |
| 5Y | +161.2% | +26.3% | +134.9% | +134.7% |
| 10Y | +819.5% | +81.0% | +738.5% | +610.5% |
| All | +4,515.8% | +1,197.0% | +3,318.8% | +2,211.6% |
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 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