+67.3%
ETN vs PAAS
+197.4%
-130.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.3% |
| 7D | +10.1% | -7.0% | +17.2% | +11.5% |
| 30D | -15.9% | -15.3% | -0.6% | -13.5% |
| 3M | -21.7% | -27.7% | +6.0% | -17.5% |
| 6M | -10.1% | -40.5% | +30.4% | -2.8% |
| YTD | +14.0% | -26.5% | +40.5% | +18.2% |
| 1Y | -1.7% | -0.8% | -0.9% | -3.1% |
| All | +67.3% | +197.4% | -130.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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