-12.8%
ETN vs PM
+7.9%
-20.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -0.9% |
| 7D | +3.6% | +0.5% | +3.1% | +4.1% |
| 30D | -13.4% | -3.2% | -10.2% | -14.8% |
| 3M | -21.9% | +6.2% | -28.1% | -16.3% |
| 6M | -12.8% | +7.7% | -20.5% | -3.4% |
| All | -12.8% | +7.9% | -20.7% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling