+1,052.4%
PNC vs NLY
+1,197.0%
-144.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +1.3% |
| 30D | -4.4% | -5.2% | +0.8% | -2.0% |
| 3M | +5.2% | +2.8% | +2.4% | +3.7% |
| 6M | +20.6% | +4.2% | +16.4% | +17.9% |
| YTD | +19.8% | +4.7% | +15.1% | +16.6% |
| 1Y | +24.4% | +12.7% | +11.7% | +16.8% |
| 3Y | +131.2% | +62.5% | +68.7% | +81.9% |
| 5Y | +53.1% | +26.3% | +26.8% | +32.5% |
| 10Y | +276.8% | +81.0% | +195.8% | +165.7% |
| All | +1,052.4% | +1,197.0% | -144.6% | +461.1% |
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