+20,672.1%
ETN vs PH
+24,860.9%
-4,188.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.0% |
| 7D | +3.5% | -1.3% | +4.8% | +4.3% |
| 30D | -7.5% | -11.0% | +3.5% | -1.2% |
| 3M | +8.3% | +5.5% | +2.8% | +5.3% |
| 6M | +20.2% | +1.5% | +18.7% | +19.2% |
| YTD | +34.7% | +8.8% | +25.9% | +28.5% |
| 1Y | +19.4% | +24.5% | -5.0% | +5.3% |
| 3Y | +85.5% | +141.2% | -55.7% | +13.1% |
| 5Y | +186.6% | +256.3% | -69.7% | +40.2% |
| 10Y | +724.7% | +813.3% | -88.6% | +138.2% |
| All | +20,672.1% | +24,860.9% | -4,188.8% | +1,868.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling