+129.8%
PM vs NLY
+64.2%
+65.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +4.7% | -4.0% | +8.7% | +5.4% |
| 30D | +2.6% | -5.2% | +7.9% | +3.6% |
| 3M | +6.6% | +2.8% | +3.7% | +6.0% |
| 6M | +16.5% | +4.2% | +12.3% | +15.3% |
| YTD | +21.2% | +4.7% | +16.5% | +19.8% |
| 1Y | +17.9% | +12.7% | +5.2% | +14.7% |
| 3Y | +129.8% | +62.5% | +67.3% | +105.2% |
| All | +129.8% | +64.2% | +65.6% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling