+450.3%
ETN vs PENG
+644.0%
-193.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -9.3% | -16.1% | +6.8% | -6.2% |
| 30D | -17.3% | -41.5% | +24.2% | -8.1% |
| 3M | -20.1% | -19.1% | -1.0% | -17.7% |
| 6M | -11.3% | +0.9% | -12.2% | -14.8% |
| YTD | +12.5% | +128.2% | -115.7% | -10.0% |
| 1Y | -5.6% | +98.6% | -104.2% | -22.4% |
| 3Y | +65.6% | +188.2% | -122.6% | +21.8% |
| 5Y | +122.4% | +55.5% | +66.9% | +72.2% |
| All | +450.3% | +644.0% | -193.7% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling