+706.7%
ETN vs PPG
+26.9%
+679.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.7% |
| 7D | +3.5% | -6.2% | +9.8% | +7.6% |
| 30D | -7.5% | -7.9% | +0.4% | -2.8% |
| 3M | +8.3% | -10.2% | +18.5% | +14.9% |
| 6M | +20.2% | +2.7% | +17.5% | +16.5% |
| YTD | +34.7% | +4.9% | +29.8% | +28.0% |
| 1Y | +19.4% | -3.2% | +22.6% | +18.8% |
| 3Y | +85.5% | -17.0% | +102.5% | +98.5% |
| 5Y | +186.6% | -23.3% | +209.9% | +214.9% |
| All | +706.7% | +26.9% | +679.8% | +492.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling