+171.6%
ETN vs PCOR
-9.0%
+180.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.9% |
| 7D | -1.8% | +22.2% | -24.0% | -5.2% |
| 30D | -16.4% | +36.0% | -52.4% | -20.7% |
| 3M | -19.9% | +34.0% | -53.9% | -24.3% |
| 6M | -10.3% | +43.5% | -53.8% | -16.8% |
| YTD | +13.8% | +5.1% | +8.6% | +11.2% |
| 1Y | -3.1% | -3.9% | +0.9% | -3.2% |
| 3Y | +70.1% | +52.9% | +17.2% | +50.9% |
| 5Y | +122.3% | -18.7% | +141.0% | +103.6% |
| All | +171.6% | -9.0% | +180.5% | +149.8% |
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