+112.6%
ETN vs PPL
+47.9%
+64.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | -7.6% | +0.4% | -8.1% | -7.8% |
| 30D | -20.8% | +5.4% | -26.2% | -21.9% |
| 3M | -23.6% | +4.3% | -27.8% | -24.4% |
| 6M | -18.5% | -1.3% | -17.1% | -18.5% |
| YTD | +8.2% | +4.7% | +3.5% | +6.1% |
| 1Y | -8.7% | +1.3% | -10.0% | -9.6% |
| 3Y | +63.3% | +57.2% | +6.0% | +32.3% |
| All | +112.6% | +47.9% | +64.7% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling