+79.9%
PL vs NLY
+28.5%
+51.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -7.5% | +0.4% | -8.0% | -7.8% |
| 30D | -25.6% | -1.4% | -24.2% | -24.9% |
| 3M | -45.6% | +12.0% | -57.6% | -50.2% |
| 6M | -29.5% | +8.3% | -37.9% | -34.5% |
| YTD | -9.7% | +8.6% | -18.3% | -16.1% |
| 1Y | +84.4% | +16.9% | +67.5% | +61.1% |
| 3Y | +550.0% | +71.0% | +479.0% | +338.3% |
| 5Y | +79.0% | +31.1% | +47.9% | +47.8% |
| All | +79.9% | +28.5% | +51.4% | +48.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling