-65.4%
PINS vs NLY
+25.6%
-91.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -6.6% | -4.0% | -2.6% | -4.4% |
| 30D | -16.8% | -5.2% | -11.6% | -14.2% |
| 3M | -11.4% | +2.8% | -14.2% | -12.9% |
| 6M | -1.7% | +4.2% | -5.9% | -4.5% |
| YTD | -26.4% | +4.7% | -31.1% | -29.3% |
| 1Y | -45.5% | +12.7% | -58.3% | -50.1% |
| 3Y | -31.7% | +62.5% | -94.3% | -51.3% |
| All | -65.4% | +25.6% | -91.0% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling