+705.0%
ETN vs PPL
+52.7%
+652.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -6.7% | -1.3% | -5.4% | -6.2% |
| 3M | +3.6% | -2.6% | +6.2% | +4.3% |
| 6M | +18.3% | -8.4% | +26.7% | +22.3% |
| YTD | +31.5% | +0.2% | +31.3% | +30.0% |
| 1Y | +20.6% | -0.2% | +20.8% | +19.1% |
| 3Y | +82.5% | +52.9% | +29.6% | +40.6% |
| 5Y | +177.8% | +36.8% | +141.0% | +125.2% |
| 10Y | +705.0% | +57.6% | +647.4% | +459.0% |
| All | +705.0% | +52.7% | +652.3% | +459.0% |
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