+20,176.5%
ETN vs PEG
+2,889.2%
+17,287.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | -6.7% | -1.7% | -4.9% | -6.0% |
| 3M | +3.6% | -6.8% | +10.4% | +6.4% |
| 6M | +18.3% | -11.4% | +29.7% | +24.0% |
| YTD | +31.5% | -7.2% | +38.7% | +35.1% |
| 1Y | +20.6% | -6.1% | +26.7% | +23.1% |
| 3Y | +82.5% | +31.8% | +50.8% | +61.9% |
| 5Y | +177.8% | +35.6% | +142.2% | +141.8% |
| 10Y | +705.0% | +148.7% | +556.3% | +444.6% |
| All | +20,176.5% | +2,889.2% | +17,287.3% | +7,027.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling