+190.4%
ETN vs PEG
+36.3%
+154.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -0.9% | +4.4% | +4.0% |
| 30D | -7.5% | -3.7% | -3.8% | -5.7% |
| 3M | +8.3% | -7.3% | +15.6% | +12.3% |
| 6M | +20.2% | -10.5% | +30.7% | +26.8% |
| YTD | +34.7% | -7.5% | +42.2% | +39.4% |
| 1Y | +19.4% | -8.7% | +28.2% | +24.2% |
| 3Y | +85.5% | +31.4% | +54.1% | +60.6% |
| All | +190.4% | +36.3% | +154.1% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling