+218.5%
PWR vs NLY
+64.2%
+154.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +4.2% | -4.0% | +8.2% | +6.1% |
| 30D | -4.0% | -5.2% | +1.2% | -1.8% |
| 3M | -4.8% | +2.8% | -7.6% | -6.4% |
| 6M | +14.6% | +4.2% | +10.4% | +12.0% |
| YTD | +54.2% | +4.7% | +49.6% | +50.3% |
| 1Y | +67.1% | +12.7% | +54.4% | +57.0% |
| 3Y | +218.5% | +62.5% | +155.9% | +156.5% |
| All | +218.5% | +64.2% | +154.3% | +156.5% |
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 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