-5.5%
ETN vs PCG
-14.1%
+8.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.7% | -9.9% |
| 7D | -10.1% | +1.9% | -12.0% | -10.2% |
| 30D | -18.4% | +8.5% | -26.9% | -18.5% |
| 3M | -20.4% | -22.9% | +2.5% | -20.5% |
| 6M | -16.0% | -16.8% | +0.8% | -16.8% |
| YTD | +11.8% | -15.8% | +27.6% | +11.9% |
| 1Y | -5.5% | -16.0% | +10.5% | -3.0% |
| All | -5.5% | -14.1% | +8.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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