+67.1%
PWR vs NLY
+12.5%
+54.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +4.2% | -4.0% | +8.2% | +5.5% |
| 30D | -4.0% | -5.2% | +1.2% | -2.5% |
| 3M | -4.8% | +2.8% | -7.6% | -6.2% |
| 6M | +14.6% | +4.2% | +10.4% | +12.4% |
| YTD | +54.2% | +4.7% | +49.6% | +52.4% |
| 1Y | +67.1% | +12.7% | +54.4% | +65.9% |
| All | +67.1% | +12.5% | +54.6% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling