+544.6%
ETN vs PCG
-76.0%
+620.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -1.9% |
| 7D | +3.6% | +2.2% | +1.5% | +3.4% |
| 30D | -13.4% | +0.8% | -14.2% | -13.5% |
| 3M | -21.9% | -23.8% | +1.9% | -20.3% |
| 6M | -12.8% | -19.6% | +6.8% | -11.5% |
| YTD | +12.1% | -16.7% | +28.8% | +13.3% |
| 1Y | +0.8% | -19.4% | +20.2% | +2.1% |
| 3Y | +64.5% | -18.3% | +82.8% | +65.9% |
| 5Y | +121.7% | +10.4% | +111.3% | +117.6% |
| All | +544.6% | -76.0% | +620.6% | +539.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling