+4,561.1%
ETN vs PFG
+989.9%
+3,571.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | +6.2% | +3.2% | +3.0% | +4.8% |
| 30D | -6.7% | +0.9% | -7.6% | -7.2% |
| 3M | +3.6% | +7.7% | -4.1% | +0.1% |
| 6M | +18.3% | +29.0% | -10.6% | +6.5% |
| YTD | +31.5% | +32.5% | -1.0% | +16.8% |
| 1Y | +20.6% | +47.3% | -26.7% | +2.7% |
| 3Y | +82.5% | +68.2% | +14.3% | +46.8% |
| 5Y | +177.8% | +108.5% | +69.3% | +103.4% |
| 10Y | +705.0% | +241.4% | +463.6% | +378.0% |
| All | +4,561.1% | +989.9% | +3,571.2% | +1,487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling