+210.5%
ETN vs PCOR
-30.9%
+241.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.7% | +4.2% |
| 7D | +2.0% | -9.0% | +11.0% | +3.6% |
| 30D | -7.9% | +4.2% | -12.1% | -8.8% |
| 3M | -1.6% | +14.4% | -16.0% | -4.5% |
| 6M | +16.9% | +0.2% | +16.7% | +15.1% |
| YTD | +30.1% | -20.3% | +50.3% | +33.8% |
| 1Y | +19.3% | -16.1% | +35.4% | +20.7% |
| 3Y | +82.5% | -14.7% | +97.2% | +79.6% |
| 5Y | +166.8% | -43.2% | +210.0% | +155.7% |
| All | +210.5% | -30.9% | +241.5% | +200.6% |
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