-5.5%
ETN vs PNR
-31.2%
+25.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.3% | -13.2% | -10.4% |
| 7D | -10.1% | +11.9% | -22.0% | -12.2% |
| 30D | -18.4% | +37.1% | -55.5% | -23.8% |
| 3M | -20.4% | +5.7% | -26.1% | -20.9% |
| 6M | -16.0% | -5.7% | -10.3% | -13.8% |
| YTD | +11.8% | -29.8% | +41.6% | +25.2% |
| 1Y | -5.5% | -31.8% | +26.3% | +8.2% |
| All | -5.5% | -31.2% | +25.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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