+125.5%
ETN vs PCG
+6.9%
+118.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +10.1% | -2.0% | +12.1% | +10.6% |
| 30D | -15.9% | -2.7% | -13.2% | -15.4% |
| 3M | -21.7% | -25.1% | +3.4% | -17.0% |
| 6M | -10.1% | -22.3% | +12.2% | -6.1% |
| YTD | +14.0% | -18.5% | +32.5% | +17.1% |
| 1Y | -1.7% | -21.8% | +20.1% | +2.2% |
| 3Y | +67.9% | -21.0% | +88.9% | +70.4% |
| 5Y | +125.5% | +8.1% | +117.5% | +94.8% |
| All | +125.5% | +6.9% | +118.6% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling