+219.1%
ETN vs PCOR
-33.1%
+252.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.3% |
| 7D | +8.0% | -6.9% | +15.0% | +9.3% |
| 30D | -5.9% | -1.5% | -4.4% | -5.9% |
| 3M | +5.0% | +18.5% | -13.5% | +1.1% |
| 6M | +22.4% | -4.7% | +27.1% | +21.7% |
| YTD | +33.6% | -22.8% | +56.4% | +38.2% |
| 1Y | +22.1% | -20.7% | +42.9% | +24.9% |
| 3Y | +85.6% | -14.6% | +100.1% | +82.5% |
| 5Y | +179.2% | -40.7% | +220.0% | +169.5% |
| All | +219.1% | -33.1% | +252.2% | +210.5% |
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