+19,880.0%
ETN vs PNR
+3,435.9%
+16,444.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | +3.0% | -5.5% | +8.5% | +5.5% |
| 30D | -10.9% | -15.6% | +4.7% | -4.3% |
| 3M | +9.2% | -20.2% | +29.4% | +18.9% |
| 6M | +13.9% | -36.6% | +50.5% | +36.6% |
| YTD | +29.5% | -45.0% | +74.5% | +64.4% |
| 1Y | +14.2% | -47.4% | +61.6% | +47.8% |
| 3Y | +79.9% | -13.7% | +93.6% | +86.6% |
| 5Y | +175.7% | -20.8% | +196.5% | +192.7% |
| 10Y | +693.2% | +65.2% | +628.1% | +516.3% |
| All | +19,880.0% | +3,435.9% | +16,444.1% | +8,208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling