+19.4%
ETN vs PEG
-8.5%
+27.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -7.5% | -3.7% | -3.8% | -6.5% |
| 3M | +8.3% | -7.3% | +15.6% | +10.1% |
| 6M | +20.2% | -10.5% | +30.7% | +23.8% |
| YTD | +34.7% | -7.5% | +42.2% | +36.9% |
| 1Y | +19.4% | -8.7% | +28.2% | +21.8% |
| All | +19.4% | -8.5% | +27.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling