+531.4%
ETN vs PPL
+65.3%
+466.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -17.3% | +4.3% | -21.6% | -19.1% |
| 3M | -20.1% | +2.9% | -23.1% | -21.5% |
| 6M | -11.3% | +1.1% | -12.4% | -12.5% |
| YTD | +12.5% | +4.5% | +8.0% | +8.8% |
| 1Y | -5.6% | +0.1% | -5.7% | -6.9% |
| 3Y | +65.6% | +55.7% | +9.9% | +26.4% |
| 5Y | +122.4% | +47.6% | +74.8% | +72.6% |
| 10Y | +531.4% | +66.8% | +464.6% | +334.5% |
| All | +531.4% | +65.3% | +466.1% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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