-32.7%
PINS vs NLY
+64.9%
-97.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +4.1% |
| 7D | -9.9% | -3.6% | -6.3% | -8.2% |
| 30D | -20.9% | -4.9% | -16.0% | -18.9% |
| 3M | -13.7% | +6.2% | -19.9% | -16.3% |
| 6M | -3.0% | +4.5% | -7.5% | -5.5% |
| YTD | -27.5% | +5.1% | -32.6% | -30.2% |
| 1Y | -46.8% | +13.5% | -60.3% | -51.2% |
| All | -32.7% | +64.9% | -97.6% | -56.2% |
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