+544.5%
ETN vs PR
+68.1%
+476.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -9.3% | -9.5% | +0.2% | -8.4% |
| 30D | -17.3% | -5.7% | -11.6% | -16.9% |
| 3M | -20.1% | +3.0% | -23.1% | -20.5% |
| 6M | -11.3% | +11.8% | -23.1% | -12.5% |
| YTD | +12.5% | +58.5% | -46.0% | +7.3% |
| 1Y | -5.6% | +69.9% | -75.5% | -10.6% |
| 3Y | +65.6% | +84.9% | -19.3% | +55.0% |
| 5Y | +122.4% | +246.4% | -124.0% | +94.6% |
| All | +544.5% | +68.1% | +476.3% | +500.2% |
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