+83.0%
PL vs NLY
+29.0%
+54.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -9.3% | -1.0% | -8.3% | -8.7% |
| 30D | -18.9% | +0.6% | -19.5% | -19.3% |
| 3M | -58.4% | +10.8% | -69.2% | -61.6% |
| 6M | -30.3% | +6.2% | -36.5% | -34.3% |
| YTD | -8.1% | +9.0% | -17.1% | -14.9% |
| 1Y | +180.5% | +19.3% | +161.2% | +141.5% |
| 3Y | +444.1% | +67.7% | +376.4% | +270.9% |
| 5Y | +83.0% | +29.7% | +53.3% | +50.7% |
| All | +83.0% | +29.0% | +54.0% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling