+70.1%
ETN vs PENG
+191.6%
-121.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.3% | -4.1% | +2.6% |
| 7D | -1.8% | -3.8% | +1.9% | -1.4% |
| 30D | -16.4% | -40.1% | +23.7% | -5.3% |
| 3M | -19.9% | -21.8% | +1.9% | -16.4% |
| 6M | -10.3% | +3.3% | -13.6% | -16.0% |
| YTD | +13.8% | +133.6% | -119.9% | -16.8% |
| 1Y | -3.1% | +110.7% | -113.8% | -27.2% |
| 3Y | +70.1% | +204.3% | -134.1% | +13.0% |
| All | +70.1% | +191.6% | -121.5% | +13.0% |
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