-0.4%
PL vs NLY
+2.3%
-2.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -6.4% |
| 7D | -11.7% | +3.5% | -15.2% | -11.7% |
| 30D | -27.1% | +3.6% | -30.7% | -27.0% |
| 3M | -44.6% | -13.6% | -31.0% | -43.9% |
| 6M | -67.2% | -9.1% | -58.1% | -66.9% |
| YTD | -35.9% | -6.1% | -29.8% | -28.8% |
| 1Y | -0.4% | +0.7% | -1.1% | +13.9% |
| All | -0.4% | +2.3% | -2.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling