+935.8%
ETN vs PFGC
+403.3%
+532.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +6.2% | -3.7% | +10.0% | +7.3% |
| 30D | -6.7% | -16.0% | +9.3% | -2.5% |
| 3M | +3.6% | -4.1% | +7.8% | +4.2% |
| 6M | +18.3% | +8.7% | +9.6% | +14.8% |
| YTD | +31.5% | +6.4% | +25.1% | +27.9% |
| 1Y | +20.6% | -8.4% | +28.9% | +21.8% |
| 3Y | +82.5% | +61.8% | +20.8% | +58.2% |
| 5Y | +177.8% | +108.7% | +69.1% | +120.6% |
| 10Y | +705.0% | +298.1% | +406.9% | +428.6% |
| All | +935.8% | +403.3% | +532.5% | +554.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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