+544.6%
ETN vs PR
+86.0%
+458.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +3.6% | +6.0% | -2.4% | +3.1% |
| 30D | -13.4% | -4.2% | -9.2% | -13.1% |
| 3M | -21.9% | +10.0% | -31.9% | -22.7% |
| 6M | -12.8% | +15.6% | -28.4% | -14.2% |
| YTD | +12.1% | +68.2% | -56.1% | +6.3% |
| 1Y | +0.8% | +79.2% | -78.4% | -5.0% |
| 3Y | +64.5% | +94.9% | -30.4% | +53.2% |
| 5Y | +121.7% | +272.8% | -151.0% | +92.8% |
| All | +544.6% | +86.0% | +458.6% | +496.8% |
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