+190.4%
ETN vs PNR
-21.7%
+212.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.1% |
| 7D | +3.5% | -6.0% | +9.6% | +6.8% |
| 30D | -7.5% | -14.0% | +6.5% | -0.2% |
| 3M | +8.3% | -21.7% | +30.0% | +20.9% |
| 6M | +20.2% | -37.3% | +57.5% | +51.3% |
| YTD | +34.7% | -45.1% | +79.8% | +81.7% |
| 1Y | +19.4% | -49.1% | +68.6% | +68.5% |
| 3Y | +85.5% | -14.8% | +100.3% | +90.7% |
| All | +190.4% | -21.7% | +212.1% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling