-5.6%
ETN vs PENG
+103.2%
-108.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -9.3% | -16.1% | +6.8% | -5.4% |
| 30D | -17.3% | -41.5% | +24.2% | -6.2% |
| 3M | -20.1% | -19.1% | -1.0% | -17.4% |
| 6M | -11.3% | +0.9% | -12.2% | -15.2% |
| YTD | +12.5% | +128.2% | -115.7% | -16.1% |
| 1Y | -5.6% | +98.6% | -104.2% | -25.8% |
| All | -5.6% | +103.2% | -108.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling