+158.3%
ETN vs PCOR
-10.3%
+168.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | -7.6% | +22.7% | -30.4% | -10.9% |
| 30D | -20.8% | +37.5% | -58.2% | -25.1% |
| 3M | -23.6% | +35.2% | -58.8% | -27.9% |
| 6M | -18.5% | +42.2% | -60.7% | -24.3% |
| YTD | +8.2% | +3.6% | +4.6% | +6.0% |
| 1Y | -8.7% | -4.8% | -3.9% | -8.8% |
| 3Y | +63.3% | +48.3% | +14.9% | +45.4% |
| 5Y | +115.6% | -20.1% | +135.6% | +97.9% |
| All | +158.3% | -10.3% | +168.6% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling