+1,660.3%
PLTR vs NLY
+62.9%
+1,597.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -4.1% | -4.0% | -0.1% | -1.4% |
| 30D | -2.2% | -5.2% | +3.0% | +1.5% |
| 3M | +27.6% | +2.8% | +24.7% | +25.0% |
| 6M | +10.3% | +4.2% | +6.1% | +6.7% |
| YTD | -5.9% | +4.7% | -10.6% | -10.0% |
| 1Y | +1.7% | +12.7% | -11.0% | -8.3% |
| 3Y | +959.1% | +62.5% | +896.5% | +640.5% |
| 5Y | +536.3% | +26.3% | +510.0% | +420.1% |
| All | +1,660.3% | +62.9% | +1,597.5% | +1,571.2% |
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