+177.8%
ETN vs PAAS
+122.5%
+55.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.4% | -2.1% |
| 7D | +6.2% | +2.6% | +3.6% | +5.8% |
| 30D | -6.7% | +2.5% | -9.2% | -7.2% |
| 3M | +3.6% | +15.1% | -11.5% | +1.4% |
| 6M | +18.3% | -12.1% | +30.4% | +19.1% |
| YTD | +31.5% | +3.1% | +28.4% | +29.5% |
| 1Y | +20.6% | +50.8% | -30.3% | +13.3% |
| 3Y | +82.5% | +259.5% | -176.9% | +55.3% |
| 5Y | +177.8% | +126.3% | +51.5% | +135.9% |
| All | +177.8% | +122.5% | +55.3% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling