+19,963.1%
ETN vs PCG
+103.4%
+19,859.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.0% | +3.1% |
| 7D | +2.0% | -13.9% | +15.9% | +3.7% |
| 30D | -7.9% | -16.9% | +8.9% | -6.0% |
| 3M | -1.6% | -14.7% | +13.1% | -0.1% |
| 6M | +16.9% | -23.8% | +40.7% | +20.5% |
| YTD | +30.1% | -10.5% | +40.6% | +31.0% |
| 1Y | +19.3% | -5.1% | +24.4% | +18.9% |
| 3Y | +82.5% | -11.6% | +94.1% | +82.8% |
| 5Y | +166.8% | +59.0% | +107.8% | +145.2% |
| 10Y | +649.7% | -75.7% | +725.5% | +677.0% |
| All | +19,963.1% | +103.4% | +19,859.7% | +11,595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling