+706.7%
ETN vs PFG
+251.1%
+455.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.4% |
| 7D | +3.5% | -0.4% | +4.0% | +3.8% |
| 30D | -7.5% | +2.9% | -10.4% | -9.2% |
| 3M | +8.3% | +6.7% | +1.6% | +3.5% |
| 6M | +20.2% | +33.8% | -13.6% | +0.4% |
| YTD | +34.7% | +35.0% | -0.3% | +11.5% |
| 1Y | +19.4% | +46.4% | -27.0% | -6.0% |
| 3Y | +85.5% | +71.7% | +13.9% | +30.6% |
| 5Y | +186.6% | +113.7% | +72.9% | +71.1% |
| All | +706.7% | +251.1% | +455.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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