+85.6%
ETN vs PCG
-10.8%
+96.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.2% |
| 7D | +8.0% | +5.4% | +2.6% | +7.2% |
| 30D | -5.9% | -15.1% | +9.2% | -4.0% |
| 3M | +5.0% | -9.8% | +14.8% | +5.5% |
| 6M | +22.4% | -18.0% | +40.4% | +25.6% |
| YTD | +33.6% | -7.2% | +40.9% | +33.2% |
| 1Y | +22.1% | +2.9% | +19.3% | +18.2% |
| 3Y | +85.6% | -11.1% | +96.7% | +80.8% |
| All | +85.6% | -10.8% | +96.4% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling