+172.2%
ETN vs PCOR
-8.1%
+180.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +10.1% | +2.2% | +8.0% | +9.8% |
| 30D | -15.9% | +37.4% | -53.4% | -20.4% |
| 3M | -21.7% | +33.2% | -54.9% | -25.9% |
| 6M | -10.1% | +60.6% | -70.7% | -18.3% |
| YTD | +14.0% | +6.2% | +7.8% | +11.3% |
| 1Y | -1.7% | -1.1% | -0.6% | -2.4% |
| 3Y | +67.9% | +48.4% | +19.5% | +49.8% |
| 5Y | +125.5% | -13.1% | +138.7% | +105.4% |
| All | +172.2% | -8.1% | +180.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling