+85.6%
ETN vs PENG
+111.6%
-26.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +8.0% | +7.8% | +0.2% | +6.1% |
| 30D | -5.9% | -12.2% | +6.3% | -3.2% |
| 3M | +5.0% | -20.6% | +25.6% | +8.1% |
| 6M | +22.4% | +180.9% | -158.5% | -8.5% |
| YTD | +33.6% | +162.3% | -128.6% | +1.1% |
| 1Y | +22.1% | +107.3% | -85.1% | -3.2% |
| 3Y | +85.6% | +110.8% | -25.2% | +35.4% |
| All | +85.6% | +111.6% | -26.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling