+706.7%
ETN vs PH
+820.2%
-113.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.8% |
| 7D | +3.5% | -1.3% | +4.8% | +4.5% |
| 30D | -7.5% | -11.0% | +3.5% | +0.5% |
| 3M | +8.3% | +5.5% | +2.8% | +4.4% |
| 6M | +20.2% | +1.5% | +18.7% | +18.7% |
| YTD | +34.7% | +8.8% | +25.9% | +26.6% |
| 1Y | +19.4% | +24.5% | -5.0% | +1.5% |
| 3Y | +85.5% | +141.2% | -55.7% | -1.9% |
| 5Y | +186.6% | +256.3% | -69.7% | +13.4% |
| All | +706.7% | +820.2% | -113.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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