+1,132.9%
PSX vs NLY
+98.6%
+1,034.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +1.7% | -4.0% | +5.7% | +3.7% |
| 30D | +15.6% | -5.2% | +20.9% | +18.5% |
| 3M | +46.5% | +2.8% | +43.6% | +44.1% |
| 6M | +55.0% | +4.2% | +50.8% | +50.2% |
| YTD | +105.3% | +4.7% | +100.6% | +98.0% |
| 1Y | +101.6% | +12.7% | +88.8% | +86.9% |
| 3Y | +134.1% | +62.5% | +71.6% | +79.7% |
| 5Y | +368.7% | +26.3% | +342.4% | +299.9% |
| 10Y | +384.1% | +81.0% | +303.2% | +244.1% |
| All | +1,132.9% | +98.6% | +1,034.3% | +728.6% |
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 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