+179.2%
ETN vs PPL
+39.3%
+139.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +8.0% | +1.8% | +6.3% | +7.6% |
| 30D | -5.9% | -1.1% | -4.8% | -5.7% |
| 3M | +5.0% | 0.0% | +4.9% | +4.6% |
| 6M | +22.4% | -7.6% | +30.0% | +24.7% |
| YTD | +33.6% | +1.7% | +31.9% | +32.1% |
| 1Y | +22.1% | +1.5% | +20.6% | +20.6% |
| 3Y | +85.6% | +55.3% | +30.3% | +49.8% |
| 5Y | +179.2% | +37.7% | +141.5% | +138.2% |
| All | +179.2% | +39.3% | +139.9% | +138.2% |
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