+37.4%
PPL vs NLY
+26.0%
+11.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -1.8% | -3.6% | +1.9% | -0.8% |
| 30D | -2.2% | -4.9% | +2.7% | -0.9% |
| 3M | -3.1% | +6.2% | -9.2% | -4.7% |
| 6M | -8.1% | +4.5% | -12.6% | -9.4% |
| YTD | 0.0% | +5.1% | -5.1% | -1.7% |
| 1Y | -1.3% | +13.5% | -14.8% | -5.2% |
| 3Y | +52.7% | +65.6% | -12.9% | +30.7% |
| 5Y | +37.4% | +26.9% | +10.5% | +25.0% |
| All | +37.4% | +26.0% | +11.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling