+544.6%
ETN vs PPL
+67.2%
+477.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.3% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | -13.4% | +2.6% | -16.0% | -14.7% |
| 3M | -21.9% | +0.8% | -22.7% | -22.5% |
| 6M | -12.8% | +1.4% | -14.2% | -14.1% |
| YTD | +12.1% | +4.3% | +7.8% | +8.4% |
| 1Y | +0.8% | +0.8% | +0.1% | -1.0% |
| 3Y | +64.5% | +57.9% | +6.6% | +24.5% |
| 5Y | +121.7% | +48.3% | +73.4% | +71.5% |
| All | +544.6% | +67.2% | +477.4% | +346.3% |
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