+14.2%
ETN vs PCG
-4.6%
+18.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.5% |
| 7D | +3.0% | +0.5% | +2.5% | +3.1% |
| 30D | -10.9% | -18.9% | +8.0% | -11.0% |
| 3M | +9.2% | -15.8% | +25.1% | +8.9% |
| 6M | +13.9% | -22.6% | +36.5% | +14.5% |
| YTD | +29.5% | -12.2% | +41.7% | +29.9% |
| 1Y | +14.2% | -7.1% | +21.3% | +16.9% |
| All | +14.2% | -4.6% | +18.9% | +16.9% |
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