+134.1%
PSX vs NLY
+64.2%
+70.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +1.7% | -4.0% | +5.7% | +3.1% |
| 30D | +15.6% | -5.2% | +20.9% | +17.6% |
| 3M | +46.5% | +2.8% | +43.6% | +44.6% |
| 6M | +55.0% | +4.2% | +50.8% | +51.4% |
| YTD | +105.3% | +4.7% | +100.6% | +99.3% |
| 1Y | +101.6% | +12.7% | +88.8% | +88.3% |
| 3Y | +134.1% | +62.5% | +71.6% | +87.6% |
| All | +134.1% | +64.2% | +70.0% | +87.6% |
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