+172.8%
PR vs NLY
+95.2%
+77.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +17.4% | -1.4% | +18.8% | +18.1% |
| 3M | +21.8% | +12.0% | +9.7% | +14.0% |
| 6M | +27.6% | +8.3% | +19.3% | +20.4% |
| YTD | +71.4% | +8.6% | +62.8% | +61.3% |
| 1Y | +78.3% | +16.9% | +61.4% | +60.9% |
| 3Y | +85.5% | +71.0% | +14.5% | +34.9% |
| 5Y | +422.7% | +31.1% | +391.6% | +339.4% |
| 10Y | +87.1% | +81.0% | +6.1% | +100.2% |
| All | +172.8% | +95.2% | +77.7% | +197.5% |
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