+70.1%
PL vs NLY
+12.5%
+57.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -9.2% | -4.0% | -5.2% | -8.7% |
| 30D | -32.9% | -5.2% | -27.6% | -32.3% |
| 3M | -51.9% | +2.8% | -54.7% | -52.0% |
| 6M | -35.3% | +4.2% | -39.5% | -34.8% |
| YTD | -16.6% | +4.7% | -21.3% | -13.7% |
| 1Y | +70.1% | +12.7% | +57.4% | +67.3% |
| All | +70.1% | +12.5% | +57.6% | +67.3% |
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