+20,672.1%
ETN vs PPG
+2,583.7%
+18,088.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.7% |
| 7D | +3.5% | -6.2% | +9.8% | +7.3% |
| 30D | -7.5% | -7.9% | +0.4% | -3.2% |
| 3M | +8.3% | -10.2% | +18.5% | +14.3% |
| 6M | +20.2% | +2.7% | +17.5% | +17.1% |
| YTD | +34.7% | +4.9% | +29.8% | +29.0% |
| 1Y | +19.4% | -3.2% | +22.6% | +19.1% |
| 3Y | +85.5% | -17.0% | +102.5% | +97.7% |
| 5Y | +186.6% | -23.3% | +209.9% | +212.8% |
| 10Y | +724.7% | +26.4% | +698.3% | +568.3% |
| All | +20,672.1% | +2,583.7% | +18,088.4% | +4,739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling