+19,963.1%
ETN vs PPL
+2,096.5%
+17,866.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | -7.9% | +0.5% | -8.4% | -8.1% |
| 3M | -1.6% | +0.7% | -2.3% | -2.3% |
| 6M | +16.9% | -7.6% | +24.5% | +19.6% |
| YTD | +30.1% | +1.8% | +28.3% | +28.3% |
| 1Y | +19.3% | -0.8% | +20.1% | +18.5% |
| 3Y | +82.5% | +56.9% | +25.7% | +49.5% |
| 5Y | +166.8% | +39.5% | +127.3% | +127.6% |
| 10Y | +649.7% | +55.4% | +594.3% | +498.3% |
| All | +19,963.1% | +2,096.5% | +17,866.6% | +8,322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling