+31.0%
PL vs NLY
+2.4%
+28.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | +10.0% | -5.9% | +15.9% | +15.0% |
| 30D | -2.3% | -2.8% | +0.5% | -0.7% |
| 3M | -44.2% | -21.6% | -22.6% | -33.5% |
| 6M | -66.1% | -14.5% | -51.6% | -62.3% |
| YTD | -30.0% | -12.4% | -17.6% | -24.4% |
| 1Y | +21.0% | -7.3% | +28.3% | +24.3% |
| 3Y | +516.5% | +54.8% | +461.7% | +341.1% |
| All | +31.0% | +2.4% | +28.7% | +58.5% |
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