+63.3%
ETN vs PPL
+56.0%
+7.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.5% |
| 7D | -7.6% | +0.4% | -8.1% | -7.6% |
| 30D | -20.8% | +5.4% | -26.2% | -20.6% |
| 3M | -23.6% | +4.3% | -27.8% | -23.4% |
| 6M | -18.5% | -1.3% | -17.1% | -18.4% |
| YTD | +8.2% | +4.7% | +3.5% | +8.3% |
| 1Y | -8.7% | +1.3% | -10.0% | -8.5% |
| 3Y | +63.3% | +57.2% | +6.0% | +62.3% |
| All | +63.3% | +56.0% | +7.2% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling