+803.5%
PM vs NLY
+336.5%
+467.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +4.7% | -4.0% | +8.7% | +5.7% |
| 30D | +2.6% | -5.2% | +7.9% | +4.0% |
| 3M | +6.6% | +2.8% | +3.7% | +5.7% |
| 6M | +16.5% | +4.2% | +12.3% | +14.9% |
| YTD | +21.2% | +4.7% | +16.5% | +19.3% |
| 1Y | +17.9% | +12.7% | +5.2% | +13.8% |
| 3Y | +129.8% | +62.5% | +67.3% | +99.6% |
| 5Y | +133.0% | +26.3% | +106.7% | +112.0% |
| 10Y | +220.8% | +81.0% | +139.9% | +158.7% |
| All | +803.5% | +336.5% | +467.0% | +479.9% |
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