+705.0%
ETN vs PR
+88.3%
+616.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | -0.8% | +7.1% | +6.3% |
| 30D | -6.7% | +11.3% | -17.9% | -7.6% |
| 3M | +3.6% | +24.1% | -20.5% | +1.4% |
| 6M | +18.3% | +25.4% | -7.1% | +15.4% |
| YTD | +31.5% | +71.2% | -39.8% | +24.6% |
| 1Y | +20.6% | +78.6% | -58.1% | +13.6% |
| 3Y | +82.5% | +85.2% | -2.7% | +70.6% |
| 5Y | +177.8% | +419.0% | -241.2% | +135.9% |
| 10Y | +705.0% | +86.2% | +618.8% | +650.6% |
| All | +705.0% | +88.3% | +616.7% | +650.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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