+177.8%
ETN vs PCG
+55.2%
+122.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -0.7% |
| 7D | +6.2% | +6.5% | -0.2% | +4.8% |
| 30D | -6.7% | -16.7% | +10.0% | -3.5% |
| 3M | +3.6% | -14.2% | +17.8% | +5.8% |
| 6M | +18.3% | -21.5% | +39.8% | +23.7% |
| YTD | +31.5% | -11.2% | +42.6% | +32.5% |
| 1Y | +20.6% | -4.2% | +24.8% | +18.4% |
| 3Y | +82.5% | -14.9% | +97.4% | +82.5% |
| 5Y | +177.8% | +54.2% | +123.5% | +135.1% |
| All | +177.8% | +55.2% | +122.5% | +135.1% |
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