+66.2%
PL vs NLY
+23.9%
+42.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -9.2% | -4.0% | -5.2% | -6.5% |
| 30D | -32.9% | -5.2% | -27.6% | -30.2% |
| 3M | -51.9% | +2.8% | -54.7% | -53.0% |
| 6M | -35.3% | +4.2% | -39.5% | -38.1% |
| YTD | -16.6% | +4.7% | -21.3% | -20.4% |
| 1Y | +70.1% | +12.7% | +57.4% | +52.6% |
| 3Y | +479.2% | +62.5% | +416.7% | +304.4% |
| 5Y | +65.9% | +26.3% | +39.6% | +40.7% |
| All | +66.2% | +23.9% | +42.3% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling