-5.5%
ETN vs PM
+48.8%
-54.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.6% | -11.4% | -9.5% |
| 7D | -10.1% | +4.3% | -14.4% | -9.1% |
| 30D | -18.4% | +11.5% | -29.9% | -16.1% |
| 3M | -20.4% | +13.0% | -33.5% | -17.9% |
| 6M | -16.0% | +25.9% | -41.9% | -14.3% |
| YTD | +11.8% | +34.0% | -22.2% | +14.8% |
| 1Y | -5.5% | +46.9% | -52.4% | -3.3% |
| All | -5.5% | +48.8% | -54.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling